grad_asv: Gradient of the adjusted Svensson Loss Function for Yields

Description Usage Arguments See Also

View source: R/gradfunc.R

Description

Calculates the gradient of the adjusted Svensson Loss Function for Yields

Usage

1
grad_asv(beta, m, y)

Arguments

beta

Parameter of the adjusted Svensson spot rate function (for details see spr_asv).

m

maturity vector

y

yield vector

See Also

objfct_asv,spr_asv


termstrc documentation built on May 21, 2017, 12:40 a.m.

Search within the termstrc package
Search all R packages, documentation and source code