autoplot.ycevo: Plot discount function and yield curve

In FinYang/ycevo: Nonparametric Estimation of the Yield Curve Evolution

Plot discount function and yield curve

Description

Plot discount function and yield curve

Usage

## S3 method for class 'ycevo'
autoplot(
  object,
  est = c("both", "discount", "yield"),
  against = c("tau", "x", "both"),
  loess = TRUE,
  ...
)

Arguments

object	A ycevo object
est	Which estimated values to plot: discount function, yield curve, or both. Default is both.
against	Which variable to plot against, i.e. what is on the x axis. Time-to-maturity tau, quotation date x, or both (requires package plotly). If both, an interactive 3D plot is generated.
loess	Logical. Whether the returned discount function and yield curve are loess smoothed.
...	Additional arguments required for generic consistency. Currently not used. Warning: A misspelled argument will not raise an error. The misspelled argument will be either disregarded, or the default value will be applied if one exists.

Value

A ggplot2::ggplot() object if only one dimension is specified in against. A plotly::plot_ly() object if against is set to both.

See Also

ycevo()

Examples

# Simulating bond data
bonds <- ycevo_data(n = 10)

# Estimation can take up to 30 seconds
res <- ycevo(bonds, x = lubridate::ymd("2023-03-01"))
# Plot
autoplot(res)

FinYang/ycevo documentation built on April 10, 2024, 8:17 a.m.