grad_asv: Gradient of the adjusted Svensson Loss Function for Yields
In termstrc: Zero-coupon Yield Curve Estimation
Description
Usage
Arguments
See Also
Description
Calculates the gradient of the adjusted Svensson Loss Function for Yields
Usage
1
Arguments
beta
Parameter of the adjusted Svensson spot rate function (for
details see spr_asv).
m
maturity vector
y
yield vector
See Also
termstrc documentation built on May 2, 2019, 4:50 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments See Also
Description
Calculates the gradient of the adjusted Svensson Loss Function for Yields
Usage
1 |
Arguments
beta |
Parameter of the adjusted Svensson spot rate function (for
details see |
m |
maturity vector |
y |
yield vector |
See Also
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.