objfct_sv: Svensson Loss Function for Yields

Description Usage Arguments See Also

View source: R/spotfwdratedef.R

Description

Calculates the sum of the squared spot rate error.

Usage

1
objfct_sv(beta, m, y)

Arguments

beta

Paramter vector of the Svensson spot rate function (for details see: spr_sv),

m

maturity vector

y

observed yield vector

See Also

spotrates, spr_sv


termstrc documentation built on May 19, 2017, 10:49 a.m.

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