grad_asv: Gradient of the adjusted Svensson Loss Function for Yields

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


Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

All documentation is copyright its authors; we didn't write any of that.