estim_nss: Parametric 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
and yields, with the spot rate function of Diebold/Li, Nelson/Siegel
or Svensson.
Usage
1
Arguments
dataset
object of the class "zeroyields", "couponbonds" or "dyncouponbonds"
...
further arguments
See Also
estim_nss.zeroyields, estim_nss.couponbonds, estim_nss.dyncouponbonds
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 and yields, with the spot rate function of Diebold/Li, Nelson/Siegel or Svensson.
Usage
1 |
Arguments
dataset |
object of the class |
... |
further arguments |
See Also
estim_nss.zeroyields, estim_nss.couponbonds, estim_nss.dyncouponbonds
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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