"dyncouponbonds". Available methods are Nelson/Siegel,
Diebold/Li and (adjusted) Svensson. "estim_nss"(dataset, group, matrange = "all", method = "ns", lambda = 0.0609 * 12, tauconstr = NULL, optimtype = "firstglobal",
constrOptimOptions = list(control = list(maxit = 2000),
outer.iterations = 200, outer.eps = 1e-04), ...)"dyncouponbonds".e.g., c("GERMANY","AUSTRIA").
"all" for no restrictions, or restrict
the maturity range (in years) used for the estimation with c(lower,upper).
"ns" for Nelson/Siegel (default), "dl" for
Diebold/Li, "sv" for Svensson or "asv" for adjusted Svensson.
"dl" spot rate
function (default: 0.0609*12)
"firstglobal" for an inital search for
globally optimal start parameters or "allglobal" for a
search at every iteration.
optim"dyntermstrc_nss". The object is a list with sublists of the
class "termstrc_nss".
"estim_nss.couponbonds".
estim_nss.couponbonds