zeroyields: Zeroyields Data Set Generation

In termstrc: Zero-coupon Yield Curve Estimation

Description

The function generates a zeroyield data set out of yield, date and maturities data.

Usage

zeroyields(maturities, yields, dates)

Arguments

maturities	maturities vector of the yields
yields	yields matrix
dates	vector of the observations dates in the format "

Value

returns a list, which belongs to the class "zeroyields". For the class plot, print and summary methods are offered.

See Also

print.zeroyields,summary.zeroyields, plot.zeroyields

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