NS_params: DATA: NS_params

Description Usage Format Details

Description

Parameters for the Neilson and Siegel extrapolation containing m, B0, B1, B2, tau1, tau2

Usage

1

Format

1D vector with 6 entries

Details

The first entry (m) represents the time to maturity


nathanesau/StocVal documentation built on May 23, 2019, 12:18 p.m.