MultiATSM (version 0.3.6)

Maturities: Create a vector of numerical maturities in years

Description

Create a vector of numerical maturities in years

Usage

Maturities(DataYields, Economies, UnitYields)

Value

Vector containing all observed maturities expressed in years

Arguments

DataYields

matrix containing all yields of the system (JxT,if the model is single-country-based or CJxT if the model is multy-country-based)

Economies

vector containing names of all the economies of the system

UnitYields

(i) "Month": if maturity of yields are expressed in months or (ii) "Year": if maturity of yields are expressed in years

Examples

data('CM_Yields')
Economies <- c("China", "Brazil", "Mexico", "Uruguay")
Maturities(Yields, Economies, "Month")