objfct_sv_grid: Svensson Grid Loss Function for Bonds
In termstrc: Zero-coupon Yield Curve Estimation
View source: R/spotfwdratedef.R
Description
Calculates the sum of the squared yield error.
Usage
1
objfct_sv_grid(beta, tau, m, y)
Arguments
beta
Beta parameters of the Svensson spot rate function
tau
Tau parameters of the Svensson spot rate function
m
maturity vector
y
yield vector
termstrc documentation built on May 29, 2017, 1:05 p.m.
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View source: R/spotfwdratedef.R
Description
Calculates the sum of the squared yield error.
Usage
1 | objfct_sv_grid(beta, tau, m, y)
|
Arguments
beta |
Beta parameters of the Svensson spot rate function |
tau |
Tau parameters of the Svensson spot rate function |
m |
maturity vector |
y |
yield vector |
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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