objfct_asv_grid: Adjusted Svensson Grid Loss Function for Yields

Description

Calculates the sum of the squared yield error.

Usage

1
objfct_asv_grid(beta, tau,  m, y)

Arguments

beta

Beta parameters of adjusted Svensson spot rate function

tau

Tau parameters of adjusted Svensson spot rate function

m

maturity vector

y

yield vector


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