forecast: forecasting yield curves

In joergrieger/RYieldCurve: Estimate Yield Curve Models

Description

forecasting yield curves

Usage

forecast(estimObj, nhor = 12, ylddata = NULL, maturity = NULL)

## S3 method for class 'yldcurve'
forecast(estimObj, nhor = 12, ylddata = NULL,
  maturity = NULL)

Arguments

estimObj	yield curve model estimated by EstimYieldCurve
nhor	forecast horizon
ylddata	additional data to compute forecast errors. If NULL, no forecast errors are computed. If not NULL the user has to provide the maturity of the yields. Users should provide ylddata for the full forecast horizon.
maturity	maturity for forecasted yields. If not provided maturity data from model will be used. Not optional if ylddata is not NULL.

joergrieger/RYieldCurve documentation built on May 25, 2020, 9:03 p.m.