Files in changshun/termstrc
Zero-coupon Yield Curve Estimation
.Rbuildignore
.gitignore
DESCRIPTION
MD5
NAMESPACE
R/bondpricing.R
R/couponbonds_data.R
R/create_cf_m.R
R/cubicfunc.R
R/estim_cs.R
R/estim_nss_couponbonds.R
R/estim_nss_dyncouponbonds.R
R/estim_nss_zeroyields.R
R/gof.R
R/gradfunc.R
R/methods_couponbonds.R
R/methods_curves.R
R/methods_dyntermstrc_nss.R
R/methods_dyntermstrc_param.R
R/methods_dyntermstrc_yields.R
R/methods_termstrc_cs.R
R/methods_termstrc_nss.R
R/methods_zeroyields.R
R/spotfwdratedef.R
R/usefulFunc.R
README.md
data/datadyncouponbonds.RData
data/govbonds.RData
data/zyields.csv.xz
demo/00Index
demo/csplines.R
demo/nss_dynamic.R
demo/nss_static.R
demo/zeroyields.R
inst/CITATION
man/aabse.Rd
man/bond_prices.Rd
man/bond_yields.Rd
man/cSums.Rd
man/create_cashflows_matrix.Rd
man/create_maturities_matrix.Rd
man/datadyncouponbonds.Rd
man/duration.Rd
man/estim_cs.Rd
man/estim_cs.couponbonds.Rd
man/estim_nss.Rd
man/estim_nss.couponbonds.Rd
man/estim_nss.dyncouponbonds.Rd
man/estim_nss.zeroyields.Rd
man/estimateyieldcurve.Rd
man/estimatezcyieldcurve.Rd
man/fcontrib.Rd
man/fcontrib.dyntermstrc_param.Rd
man/findstartparambonds.Rd
man/findstartparamyields.Rd
man/forwardrates.Rd
man/fwr_asv.Rd
man/fwr_dl.Rd
man/fwr_ns.Rd
man/fwr_sv.Rd
man/get_constraints.Rd
man/get_grad_objfct.Rd
man/get_grad_objfct_bonds.Rd
man/get_objfct.Rd
man/get_objfct_bonds.Rd
man/get_paramnames.Rd
man/get_realnames.Rd
man/gi.Rd
man/govbonds.Rd
man/grad_asv.Rd
man/grad_asv_bonds.Rd
man/grad_asv_bonds_grid.Rd
man/grad_asv_grid.Rd
man/grad_dl.Rd
man/grad_dl_bonds.Rd
man/grad_ns.Rd
man/grad_ns_bonds.Rd
man/grad_ns_bonds_grid.Rd
man/grad_ns_grid.Rd
man/grad_sv.Rd
man/grad_sv_bonds.Rd
man/grad_sv_bonds_grid.Rd
man/grad_sv_grid.Rd
man/impl_fwr.Rd
man/loss_function.Rd
man/maturity_range.Rd
man/objfct_asv.Rd
man/objfct_asv_bonds.Rd
man/objfct_asv_bonds_grid.Rd
man/objfct_asv_grid.Rd
man/objfct_dl.Rd
man/objfct_dl_bonds.Rd
man/objfct_ns.Rd
man/objfct_ns_bonds.Rd
man/objfct_ns_bonds_grid.Rd
man/objfct_ns_grid.Rd
man/objfct_sv.Rd
man/objfct_sv_bonds.Rd
man/objfct_sv_bonds_grid.Rd
man/objfct_sv_grid.Rd
man/param.Rd
man/param.dyntermstrc_nss.Rd
man/param.dyntermstrc_yields.Rd
man/plot.df_curves.Rd
man/plot.dyntermstrc_nss.Rd
man/plot.dyntermstrc_param.Rd
man/plot.dyntermstrc_yields.Rd
man/plot.error.Rd
man/plot.fwr_curves.Rd
man/plot.ir_curve.Rd
man/plot.s_curves.Rd
man/plot.spot_curves.Rd
man/plot.spsearch.Rd
man/plot.termstrc_cs.Rd
man/plot.termstrc_nss.Rd
man/plot.zeroyields.Rd
man/postpro_bond.Rd
man/prepro_bond.Rd
man/print.couponbonds.Rd
man/print.dyncouponbonds.Rd
man/print.dyntermstrc_nss.Rd
man/print.dyntermstrc_yields.Rd
man/print.summary.dyntermstrc_nss.Rd
man/print.summary.dyntermstrc_param.Rd
man/print.summary.dyntermstrc_yields.Rd
man/print.summary.termstrc_cs.Rd
man/print.summary.termstrc_nss.Rd
man/print.termstrc_cs.Rd
man/print.termstrc_nss.Rd
man/print.zeroyields.Rd
man/rm_bond.Rd
man/rm_bond.couponbonds.Rd
man/rm_bond.dyncouponbonds.Rd
man/rmse.Rd
man/spotrates.Rd
man/spr_asv.Rd
man/spr_dl.Rd
man/spr_ns.Rd
man/spr_sv.Rd
man/summary.dyntermstrc_nss.Rd
man/summary.dyntermstrc_param.Rd
man/summary.dyntermstrc_yields.Rd
man/summary.termstrc_cs.Rd
man/summary.termstrc_nss.Rd
man/summary.zeroyields.Rd
man/termstrc-package.Rd
man/zeroyields.Rd
man/zyields.Rd
src/Makevars
src/Makevars.win
src/objfcts.cpp
termstrc.Rproj
