objfct_asv: Adjusted Svensson Loss Function for Yields

Description Usage Arguments See Also

Description

Calculates the sum of the squared spot rate error.

Usage

1

Arguments

beta

Paramter vector of the adjusted Svensson spot rate function (for details see: spr_asv),

m

maturity vector

y

observed yield vector

See Also

spotrates, spr_asv


changshun/termstrc documentation built on May 13, 2019, 3:24 p.m.