ns_regressors: Nelson-Siegel Regressors
In Houstonwp/AIRG: An R replication of the Academy's Interest Rate Generator
Description
Usage
Arguments
Value
Examples
Description
Nelson-Siegel Regressors
Usage
1
ns_regressors(maturities)
Arguments
maturities
A number or numeric vector. Should be represented as years, e.g. 3 months = 0.25 years.
Value
A matrix with length as number of maturities of Nelson-Siegel regressors.
Examples
1
ns_regressors(c(0.25,0.5,1,5,10,20,30))
Houstonwp/AIRG documentation built on Jan. 12, 2020, 8:10 p.m.
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.
Description Usage Arguments Value Examples
Description
Nelson-Siegel Regressors
Usage
1 | ns_regressors(maturities)
|
Arguments
maturities |
A number or numeric vector. Should be represented as years, e.g. 3 months = 0.25 years. |
Value
A matrix with length as number of maturities of Nelson-Siegel regressors.
Examples
1 | ns_regressors(c(0.25,0.5,1,5,10,20,30))
|
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.