Adjusted Svensson Grid Loss Function for Bonds

Description

Calculates the sum of the weighted squared price error.

Usage

1
objfct_asv_bonds_grid(beta, tau, m, cf, w, p)

Arguments

beta

Beta parameters of adjusted Svensson spot rate function

tau

Tau parameters of adjusted Svensson spot rate function

m

maturity matrix

cf

cashflow matrix

w

weights vector

p

price vector

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