zeroyields: Zeroyields Data Set Generation

Description Usage Arguments Value See Also

View source: R/methods_zeroyields.R

Description

The function generates a zeroyield data set out of yield, date and maturities data.

Usage

1
zeroyields(maturities, yields, dates)

Arguments

maturities

maturities vector of the yields

yields

yields matrix

dates

vector of the observations dates in the format "

Value

returns a list, which belongs to the class "zeroyields". For the class plot, print and summary methods are offered.

See Also

print.zeroyields,summary.zeroyields, plot.zeroyields


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