Description Usage Arguments Value Author(s)
This function estimates the delta for hedging a particular bond given bond data
1 |
data |
time series data |
nfactors |
number of components to extract |
rotate |
"none", "varimax", "quatimax", "promax", "oblimin", "simplimax", and "cluster" are possible rotations/transformations of the solution. |
pca object loadings
Thomas Fillebeen
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