Man pages for changshun/termstrc
Zero-coupon Yield Curve Estimation
| aabse | Average Absolute Mean Error |
| bond_prices | Bond Price Calculation |
| bond_yields | Bond Yield Calculation |
| create_cashflows_matrix | Cashflows Matrix Creation |
| create_maturities_matrix | Maturity Matrix Creation |
| cSums | Form Column Sums |
| datadyncouponbonds | German Government Bond Data Set |
| duration | Duration, modified Duration and Duration based Weights |
| estimateyieldcurve | Estimate Zero-coupon Yield Curves |
| estimatezcyieldcurve | Estimate Zero-coupon Yield Curves |
| estim_cs | Cubic Splines Term Structure Estimation |
| estim_cs.couponbonds | S3 Estim_cs Method |
| estim_nss | Parametric Term Structure Estimation |
| estim_nss.couponbonds | S3 Estim_nss Method |
| estim_nss.dyncouponbonds | S3 Estim_nss method |
| estim_nss.zeroyields | S3 estim_nss Method |
| fcontrib | Plot Factor Contribution |
| fcontrib.dyntermstrc_param | S3 fcontrib Method |
| findstartparambonds | Find Globally Optimal Startparameters |
| findstartparamyields | Find Globally Optimal Start Parameters |
| forwardrates | Forward Rate Calculation |
| fwr_asv | Forward Rate Calculation according to an adjusted Svensson... |
| fwr_dl | Forward Rate Calculation according to Diebold/Li. |
| fwr_ns | Forward Rate Calculation according to Nelson/Siegel. |
| fwr_sv | Forward Rate Calculation according to Svensson (1994). |
| get_constraints | Constraints Selection |
| get_grad_objfct | Gradient Selection Function |
| get_grad_objfct_bonds | Gradient Selection Function |
| get_objfct | Objective Function Selection |
| get_objfct_bonds | Objective Function Selection |
| get_paramnames | Parameter Names |
| get_realnames | Name Conversion |
| gi | Cubic Functions |
| govbonds | European Government Bonds |
| grad_asv | Gradient of the adjusted Svensson Loss Function for Yields |
| grad_asv_bonds | adjusted Svensson Gradient Function |
| grad_asv_bonds_grid | adjusted Svensson Gradient Function for the Grid Search |
| grad_asv_grid | Adjusted Svensson Gradient Function for the Grid Search |
| grad_dl | Gradient of the Diebold/Li Loss Function for Yields |
| grad_dl_bonds | Diebold/Li Gradient function |
| grad_ns | Gradient of the Nelson/Siegel Loss Function for Yields |
| grad_ns_bonds | Nelson/Siegel Gradient Function |
| grad_ns_bonds_grid | Nelson/Siegel Gradient Function for the Grid Search |
| grad_ns_grid | Nelson/Siegel Gradient Function for the Grid Search |
| grad_sv | Gradient of the Svensson Loss Function for Yields |
| grad_sv_bonds | Svensson Gradient Function |
| grad_sv_bonds_grid | Svensson Gradient Function for the Grid Search |
| grad_sv_grid | Svensson Gradient Function for the Grid Search |
| impl_fwr | Implied Forward Rate Calculation |
| loss_function | Loss Function used for the Term Structure Estimation |
| maturity_range | Restricting a Bond Dataset |
| objfct_asv | Adjusted Svensson Loss Function for Yields |
| objfct_asv_bonds | Adjusted Svensson Loss Function for Bonds |
| objfct_asv_bonds_grid | Adjusted Svensson Grid Loss Function for Bonds |
| objfct_asv_grid | Adjusted Svensson Grid Loss Function for Yields |
| objfct_dl | Diebold/Li Loss Function for Yields |
| objfct_dl_bonds | Diebold/Li Loss Function for Bonds |
| objfct_ns | Nelson/Siegel Loss Function for Yields |
| objfct_ns_bonds | Nelson/Siegel Loss Function for Bonds |
| objfct_ns_bonds_grid | Nelson/Siegel Grid Loss Function for Bonds |
| objfct_ns_grid | Nelson/Siegel Grid Loss Function for Yields |
| objfct_sv | Svensson Loss Function for Yields |
| objfct_sv_bonds | Svensson Loss Function for Bonds |
| objfct_sv_bonds_grid | Svensson Grid Loss Function for Bonds |
| objfct_sv_grid | Svensson Grid Loss Function for Bonds |
| param | Term Structure Parameter Extraction |
| param.dyntermstrc_nss | S3 Param Method |
| param.dyntermstrc_yields | S3 Param Method |
| plot.df_curves | S3 Plot Method |
| plot.dyntermstrc_nss | S3 Plot Method |
| plot.dyntermstrc_param | S3 Plot Method |
| plot.dyntermstrc_yields | S3 Plot Method |
| plot.error | S3 Plot Method |
| plot.fwr_curves | S3 Plot Method |
| plot.ir_curve | S3 Plot Method |
| plot.s_curves | S3 Plot Method |
| plot.spot_curves | S3 Plot Method |
| plot.spsearch | S3 Plot Method |
| plot.termstrc_cs | S3 Plot Method for Cubic Splines |
| plot.termstrc_nss | S3 Plot Method |
| plot.zeroyields | S3 Plot Method |
| postpro_bond | Post Processing of Term Structure Estimation Results |
| prepro_bond | Bonddata preprocess function |
| print.couponbonds | S3 Print Method |
| print.dyncouponbonds | S3 Print Method |
| print.dyntermstrc_nss | S3 Print Method |
| print.dyntermstrc_yields | S3 Print Method |
| print.summary.dyntermstrc_nss | S3 Print Method |
| print.summary.dyntermstrc_param | S3 Print Method |
| print.summary.dyntermstrc_yields | S3 Print Method |
| print.summary.termstrc_cs | S3 Print Method |
| print.summary.termstrc_nss | S3 Print Method |
| print.termstrc_cs | S3 Print Method for termstrc_cs |
| print.termstrc_nss | S3 Print Method |
| print.zeroyields | S3 Print Method |
| rm_bond | Bond Removal Function |
| rm_bond.couponbonds | S3 Remove Bond Method |
| rm_bond.dyncouponbonds | S3 Remove Bond Method |
| rmse | Root Mean Squared Error |
| spotrates | Function for the Calculation of the Spot Rates |
| spr_asv | Adjusted Svensson Spot rate function |
| spr_dl | Spot Rate Function according to the Diebold and Li Version of... |
| spr_ns | Spot Rate Function according to Nelson and Siegel |
| spr_sv | Spot Rate Function according to Svensson |
| summary.dyntermstrc_nss | S3 Summary Method |
| summary.dyntermstrc_param | S3 Summary Method |
| summary.dyntermstrc_yields | S3 Summary Method |
| summary.termstrc_cs | S3 Summary Method for Termstrc_cs |
| summary.termstrc_nss | S3 Summary Method |
| summary.zeroyields | S3 Summary Method |
| termstrc-package | Zero-coupon Yield Curve Estimation |
| zeroyields | Zeroyields Data Set Generation |
| zyields | Zero Coupon Yield Data Set |
