objfct_dl_bonds: Diebold/Li Loss Function for Bonds
In changshun/termstrc: Zero-coupon Yield Curve Estimation
Description
Calculates the sum of the weighted squared price error.
Usage
1
objfct_dl_bonds(beta, lambda, m, cf, w, p)
Arguments
beta
Paramter vector of the Diebold/Li spot rate function
lambda
Lambda of the Diebold/Li spot rate function
m
maturity matrx
cf
cashflow matrix
w
weights vector
p
price vector
changshun/termstrc documentation built on May 13, 2019, 3:24 p.m.
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Description
Calculates the sum of the weighted squared price error.
Usage
1 | objfct_dl_bonds(beta, lambda, m, cf, w, p)
|
Arguments
beta |
Paramter vector of the Diebold/Li spot rate function |
lambda |
Lambda of the Diebold/Li spot rate function |
m |
maturity matrx |
cf |
cashflow matrix |
w |
weights vector |
p |
price vector |
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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