objfct_ns_grid: Nelson/Siegel Grid Loss Function for Yields
In changshun/termstrc: Zero-coupon Yield Curve Estimation
Description
Calculates the sum of the squared yield error.
Usage
1
objfct_ns_grid(beta, tau, m, y)
Arguments
beta
Beta parameters of the Nelson/Siegel spot rate function
tau
Tau parameter of Nelson/Siegel spot rate function
m
maturity vector
y
yield vector
changshun/termstrc documentation built on May 13, 2019, 3:24 p.m.
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Description
Calculates the sum of the squared yield error.
Usage
1 | objfct_ns_grid(beta, tau, m, y)
|
Arguments
beta |
Beta parameters of the Nelson/Siegel spot rate function |
tau |
Tau parameter of Nelson/Siegel spot rate function |
m |
maturity vector |
y |
yield 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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