objfct_asv_grid: Adjusted Svensson Grid Loss Function for Yields

Description Usage Arguments

View source: R/spotfwdratedef.R

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


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

Search within the termstrc package
Search all R packages, documentation and source code