grad_ns: Gradient of the Nelson/Siegel Loss Function for Yields
In termstrc: Zero-coupon Yield Curve Estimation
Description
Usage
Arguments
See Also
Description
Calculates the gradient of the Nelson/Siegel Loss Function for Yields
Usage
1
Arguments
beta
Parameter of the Nelson/Siegel spot rate function (for
details see spr_ns).
m
maturity vector
y
yield vector
See Also
termstrc documentation built on May 29, 2017, 1:05 p.m.
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Description Usage Arguments See Also
Description
Calculates the gradient of the Nelson/Siegel Loss Function for Yields
Usage
1 |
Arguments
beta |
Parameter of the Nelson/Siegel spot rate function (for
details see |
m |
maturity vector |
y |
yield vector |
See Also
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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