An S4 class for the Maximum Smoothness Forward Curve (MSFC) in etrm
A string with the acronym for Maximum Smoothness Forward Curve, "MSFC"
The trading date
A data frame with futures contracts selected for calculation with MSFC computed prices
The number of polynomials in the MSFC spline
A numeric vector with the prior function values
A data frame with daily values for the calculated MSFC and contracts in "BenchSheet"
List with coefficients for the polynomials in the MSFC spline
Vector with spline knot points
Data frame extending "Results" with daily values for time vectors and polynomial coefficients used in calculation
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.