Description Usage Arguments Details Value See Also Examples
The method performs an iterative term structure estimation procedure
on a dynamic bond data set of the class
"dyncouponbonds"
. Available methods are Nelson/Siegel,
Diebold/Li and (adjusted) Svensson.
1 2 3 4 5 |
dataset |
dynamic bond data set of the class |
group |
vector defining the group of bonds used for the estimation, e.g., |
matrange |
use |
method |
|
lambda |
parameter on a yearly time scale with fixed value for |
tauconstr |
|
optimtype |
use |
constrOptimOptions |
list with solver control parameters
(default: control=list(), outer.interations=30,
outer.eps.=1e-04). For further documentation please refer to
|
... |
further arguments |
The method iteratively applies the method "estim_nss.couponbonds".
The method returns an object of the class
"dyntermstrc_nss"
. The object is a list with sublists of the
class "termstrc_nss"
.
1 | ## Run: demos(nss_dynamic)
|
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