objfct_dl: Diebold/Li Loss Function for Yields

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


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