Calculates the sum of the weighted squared price error.
1 | objfct_dl_bonds(beta, lambda, m, cf, w, p)
|
beta |
Paramter vector of the Diebold/Li spot rate function |
lambda |
Lambda of the Diebold/Li spot rate function |
m |
maturity matrx |
cf |
cashflow matrix |
w |
weights vector |
p |
price vector |
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