SR_Lattice_BDT: SR_Lattice_BDT
In claudiolucinda/FixedIncomeBR: Fixed Income Function for Brazilian Bonds
Description
Usage
Arguments
Value
Description
Construct a Lattice for the Short Run Rate using the Black-Derman-Toy Model.
Usage
1
SR_Lattice_BDT(.b, .a)
Arguments
.b
- b0 parameter of the BDT Model
.a
- vector of a parameter of the model
Value
- Short-Run Lattice of interest rates
claudiolucinda/FixedIncomeBR documentation built on May 23, 2019, 4:05 a.m.
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Description Usage Arguments Value
Description
Construct a Lattice for the Short Run Rate using the Black-Derman-Toy Model.
Usage
1 | SR_Lattice_BDT(.b, .a)
|
Arguments
.b |
- b0 parameter of the BDT Model |
.a |
- vector of a parameter of the model |
Value
- Short-Run Lattice of interest rates
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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