objfct_dl: Diebold/Li Loss Function for Yields

Description Usage Arguments

View source: R/spotfwdratedef.R

Description

Calculates the sum of the squared spot rate error.

Usage

1
objfct_dl(beta, lambda, m, y)

Arguments

beta

Paramter vector of the Diebold/Li spot rate function (for details see: spr_dl),

lambda

Fixed spot rate function parameter

m

maturity vector

y

observed yield vector


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