estim_cs: Cubic Splines Term Structure Estimation
In changshun/termstrc: Zero-coupon Yield Curve Estimation
Description
Usage
Arguments
See Also
Description
Function for estimating the term structure of coupon bonds based on
cubic splines.
Usage
1
Arguments
bonddata
a data set of bonds in list format.
group
vector defining the group of bonds used for the estimation,
e.g., c("GERMANY","AUSTRIA").
matrange
use "all" for no restrictions, or restrict the
maturity range used for the estimation with c(lower,upper).
rse
TRUE (default) calculates robust standard erros for the confidence intervalls of the discount curve
See Also
changshun/termstrc documentation built on May 13, 2019, 3:24 p.m.
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Description Usage Arguments See Also
Description
Function for estimating the term structure of coupon bonds based on cubic splines.
Usage
1 |
Arguments
bonddata |
a data set of bonds in list format. |
group |
vector defining the group of bonds used for the estimation, e.g., |
matrange |
use |
rse |
|
See Also
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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