Calculates the sum of the weighted squared price error.
1 | objfct_sv_bonds_grid(beta, tau, m, cf, w, p)
|
beta |
Beta parameters of the Svensson spot price function |
tau |
Tau parameters of the Svensson spot price function |
m |
maturities matrix |
cf |
cash flows matrix |
w |
weights vector |
p |
price vector |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.