Description Usage Arguments Value See Also Examples
The function calculates the spot rates for the chosen spot rate function (Diebold/Li, Nelson/Siegel, Svensson) , a provided maturity and parameter vector.
1 |
method |
spot rate function type: |
beta |
parameter vector \bm{β}. |
m |
maturity or a vector of maturities. |
lambda |
=1/τ_1, a scalar; only required for Diebold/Li spot rate function |
Returns a vector with the calculated spot rates.
1 2 |
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