objfct_ns_bonds_grid: Nelson/Siegel Grid Loss Function for Bonds

Description Usage Arguments

View source: R/spotfwdratedef.R

Description

Calculates the sum of the weighted squared price error.

Usage

1
objfct_ns_bonds_grid(beta, tau, m, cf, w, p)

Arguments

beta

Beta parameters of the Svensson spot price function

tau

Tau parameters of the Svensson spot price function

m

maturities matrix

cf

cash flows matrix

w

weights vector

p

price vector


termstrc documentation built on May 29, 2017, 1:05 p.m.