BDT_Calibration: BDT_Calibration
In claudiolucinda/FixedIncomeBR: Fixed Income Function for Brazilian Bonds
Description
Usage
Arguments
Value
Description
Calibrate the a parameters of the BDT model from the observed Yield Curve
Usage
1
BDT_Calibration(.b, .short_mkt)
Arguments
.b
- b0 parameter of the BDT model
.short_mkt
- yield curve
Value
A list with the calibrated parameter, the sum of squared residuals of the difference, the short run lattice and the element prices
claudiolucinda/FixedIncomeBR documentation built on May 23, 2019, 4:05 a.m.
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Description Usage Arguments Value
Description
Calibrate the a parameters of the BDT model from the observed Yield Curve
Usage
1 | BDT_Calibration(.b, .short_mkt)
|
Arguments
.b |
- b0 parameter of the BDT model |
.short_mkt |
- yield curve |
Value
A list with the calibrated parameter, the sum of squared residuals of the difference, the short run lattice and the element prices
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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