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termstrc (version 1.3.7)

plot.error: S3 Plot Method

Description

S3 plot method for an object of the class error.

Usage

"plot"(x, type = "b", main = "", mar = c(7, 6, 6, 2) + 0.1, 
	oma = c(4, 2, 2, 2) + 0.1, ylab = "Error", ...)

Arguments

x
object of the class error.
type
1-character string giving the type of plot desired, for details see plot.default.
main
a main title for the plot, for details see title.
mar
A numerical vector of the form 'c(bottom, left, top, right)' which gives the number of lines of margin to be specified on the four sides of the plot, for details see par.
oma
A vector of the form 'c(bottom, left, top, right)' giving the size of the outer margins in lines of text.
ylab
a label for the y axis, for details see plot.default.
...
other graphical parameters, see par.

Details

Absolute yield and price errors as a resuslt of the term structure estimation can be plotted. The scaling of the x axis depends on the maturity of the bonds, each bond is labeled with its ISIN number. The error plots seems especially useful in identifying misspriced bonds. For removing them, the function rm_bond may be applied.

See Also

rm_bond