objfct_ns_bonds: Nelson/Siegel 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_ns_bonds(beta, m, cf, w, p)
Arguments
beta
Parameter vector of the Nelson/Siegel spot rate function
m
maturity matrix
cf
cashflow matrix
w
weights
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_ns_bonds(beta, m, cf, w, p)
|
Arguments
beta |
Parameter vector of the Nelson/Siegel spot rate function |
m |
maturity matrix |
cf |
cashflow matrix |
w |
weights |
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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