yc_predict: Predict Rates from a Fitted Yield Curve
In yieldcurves: Yield Curve Fitting, Analysis, and Decomposition
yc_predict R Documentation
Predict Rates from a Fitted Yield Curve
Description
Evaluate a fitted yield curve at new maturities.
Usage
yc_predict(curve, maturities)
Arguments
curve
A yc_curve object from a fitting function.
maturities
Numeric vector of maturities at which to predict rates.
Value
A data frame with columns maturity and rate.
Examples
maturities <- c(0.25, 0.5, 1, 2, 5, 10, 30)
rates <- c(0.052, 0.050, 0.048, 0.045, 0.042, 0.040, 0.043)
fit <- yc_nelson_siegel(maturities, rates)
yc_predict(fit, c(3, 7, 15, 20))
yieldcurves documentation built on March 26, 2026, 5:06 p.m.
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| yc_predict | R Documentation |
Predict Rates from a Fitted Yield Curve
Description
Evaluate a fitted yield curve at new maturities.
Usage
yc_predict(curve, maturities)
Arguments
curve |
A |
maturities |
Numeric vector of maturities at which to predict rates. |
Value
A data frame with columns maturity and rate.
Examples
maturities <- c(0.25, 0.5, 1, 2, 5, 10, 30)
rates <- c(0.052, 0.050, 0.048, 0.045, 0.042, 0.040, 0.043)
fit <- yc_nelson_siegel(maturities, rates)
yc_predict(fit, c(3, 7, 15, 20))
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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