aabse | Average Absolute Mean Error |
bond_prices | Bond Price Calculation |
bond_yields | Bond Yield Calculation |
create_cashflows_matrix | Cashflows Matrix Creation |
create_maturities_matrix | Maturity Matrix Creation |
cSums | Form Column Sums |
datadyncouponbonds | German Government Bond Data Set |
duration | Duration, modified Duration and Duration based Weights |
estimateyieldcurve | Estimate Zero-coupon Yield Curves |
estimatezcyieldcurve | Estimate Zero-coupon Yield Curves |
estim_cs | Cubic Splines Term Structure Estimation |
estim_cs.couponbonds | S3 Estim_cs Method |
estim_nss | Parametric Term Structure Estimation |
estim_nss.couponbonds | S3 Estim_nss Method |
estim_nss.dyncouponbonds | S3 Estim_nss method |
estim_nss.zeroyields | S3 estim_nss Method |
fcontrib | Plot Factor Contribution |
fcontrib.dyntermstrc_param | S3 fcontrib Method |
findstartparambonds | Find Globally Optimal Startparameters |
findstartparamyields | Find Globally Optimal Start Parameters |
forwardrates | Forward Rate Calculation |
fwr_asv | Forward Rate Calculation according to an adjusted Svensson... |
fwr_dl | Forward Rate Calculation according to Diebold/Li. |
fwr_ns | Forward Rate Calculation according to Nelson/Siegel. |
fwr_sv | Forward Rate Calculation according to Svensson (1994). |
get_constraints | Constraints Selection |
get_grad_objfct | Gradient Selection Function |
get_grad_objfct_bonds | Gradient Selection Function |
get_objfct | Objective Function Selection |
get_objfct_bonds | Objective Function Selection |
get_paramnames | Parameter Names |
get_realnames | Name Conversion |
gi | Cubic Functions |
govbonds | European Government Bonds |
grad_asv | Gradient of the adjusted Svensson Loss Function for Yields |
grad_asv_bonds | adjusted Svensson Gradient Function |
grad_asv_bonds_grid | adjusted Svensson Gradient Function for the Grid Search |
grad_asv_grid | Adjusted Svensson Gradient Function for the Grid Search |
grad_dl | Gradient of the Diebold/Li Loss Function for Yields |
grad_dl_bonds | Diebold/Li Gradient function |
grad_ns | Gradient of the Nelson/Siegel Loss Function for Yields |
grad_ns_bonds | Nelson/Siegel Gradient Function |
grad_ns_bonds_grid | Nelson/Siegel Gradient Function for the Grid Search |
grad_ns_grid | Nelson/Siegel Gradient Function for the Grid Search |
grad_sv | Gradient of the Svensson Loss Function for Yields |
grad_sv_bonds | Svensson Gradient Function |
grad_sv_bonds_grid | Svensson Gradient Function for the Grid Search |
grad_sv_grid | Svensson Gradient Function for the Grid Search |
impl_fwr | Implied Forward Rate Calculation |
loss_function | Loss Function used for the Term Structure Estimation |
maturity_range | Restricting a Bond Dataset |
objfct_asv | Adjusted Svensson Loss Function for Yields |
objfct_asv_bonds | Adjusted Svensson Loss Function for Bonds |
objfct_asv_bonds_grid | Adjusted Svensson Grid Loss Function for Bonds |
objfct_asv_grid | Adjusted Svensson Grid Loss Function for Yields |
objfct_dl | Diebold/Li Loss Function for Yields |
objfct_dl_bonds | Diebold/Li Loss Function for Bonds |
objfct_ns | Nelson/Siegel Loss Function for Yields |
objfct_ns_bonds | Nelson/Siegel Loss Function for Bonds |
objfct_ns_bonds_grid | Nelson/Siegel Grid Loss Function for Bonds |
objfct_ns_grid | Nelson/Siegel Grid Loss Function for Yields |
objfct_sv | Svensson Loss Function for Yields |
objfct_sv_bonds | Svensson Loss Function for Bonds |
objfct_sv_bonds_grid | Svensson Grid Loss Function for Bonds |
objfct_sv_grid | Svensson Grid Loss Function for Bonds |
param | Term Structure Parameter Extraction |
param.dyntermstrc_nss | S3 Param Method |
param.dyntermstrc_yields | S3 Param Method |
plot.df_curves | S3 Plot Method |
plot.dyntermstrc_nss | S3 Plot Method |
plot.dyntermstrc_param | S3 Plot Method |
plot.dyntermstrc_yields | S3 Plot Method |
plot.error | S3 Plot Method |
plot.fwr_curves | S3 Plot Method |
plot.ir_curve | S3 Plot Method |
plot.s_curves | S3 Plot Method |
plot.spot_curves | S3 Plot Method |
plot.spsearch | S3 Plot Method |
plot.termstrc_cs | S3 Plot Method for Cubic Splines |
plot.termstrc_nss | S3 Plot Method |
plot.zeroyields | S3 Plot Method |
postpro_bond | Post Processing of Term Structure Estimation Results |
prepro_bond | Bonddata preprocess function |
print.couponbonds | S3 Print Method |
print.dyncouponbonds | S3 Print Method |
print.dyntermstrc_nss | S3 Print Method |
print.dyntermstrc_yields | S3 Print Method |
print.summary.dyntermstrc_nss | S3 Print Method |
print.summary.dyntermstrc_param | S3 Print Method |
print.summary.dyntermstrc_yields | S3 Print Method |
print.summary.termstrc_cs | S3 Print Method |
print.summary.termstrc_nss | S3 Print Method |
print.termstrc_cs | S3 Print Method for termstrc_cs |
print.termstrc_nss | S3 Print Method |
print.zeroyields | S3 Print Method |
rm_bond | Bond Removal Function |
rm_bond.couponbonds | S3 Remove Bond Method |
rm_bond.dyncouponbonds | S3 Remove Bond Method |
rmse | Root Mean Squared Error |
spotrates | Function for the Calculation of the Spot Rates |
spr_asv | Adjusted Svensson Spot rate function |
spr_dl | Spot Rate Function according to the Diebold and Li Version of... |
spr_ns | Spot Rate Function according to Nelson and Siegel |
spr_sv | Spot Rate Function according to Svensson |
summary.dyntermstrc_nss | S3 Summary Method |
summary.dyntermstrc_param | S3 Summary Method |
summary.dyntermstrc_yields | S3 Summary Method |
summary.termstrc_cs | S3 Summary Method for Termstrc_cs |
summary.termstrc_nss | S3 Summary Method |
summary.zeroyields | S3 Summary Method |
termstrc-package | Zero-coupon Yield Curve Estimation |
zeroyields | Zeroyields Data Set Generation |
zyields | Zero Coupon Yield Data Set |
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