grad_sv: Gradient of the Svensson Loss Function for Yields

Description Usage Arguments

View source: R/gradfunc.R

Description

Calculates the gradient of the Svensson Loss Function for Yields

Usage

1
grad_sv(beta, m, y)

Arguments

beta

Parameter of the Svensson spot rate function.

m

maturity vector

y

yield vector


termstrc documentation built on May 31, 2017, 2:19 a.m.

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