objfct_asv_bonds: Adjusted Svensson Loss Function for Bonds

Description Usage Arguments

View source: R/spotfwdratedef.R

Description

Calculates the sum of the weighted squared price error.

Usage

1
objfct_asv_bonds(beta, m, cf, w, p)

Arguments

beta

Paramter vector of the adjusted Svensson spot rate function

m

maturity matrix

cf

cashflow matrix

w

weights

p

price vector


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