points.SmithWilsonYieldCurve

Plot generic for SmithWilsonYieldCurve objects

Constructs a yield curve by the Smith-Wilson method from a table of
libor and swap rates. Now updated to take bond coupons and prices
in the same table.

Phil Joubert

SmithWilsonYieldCurve

Smith-Wilson Yield Curve Construction

points.SmithWilsonYieldCurve function

<dl><dt>x</dt>
<dd>An object of class SmithWilsonYieldCurve or a vector of terms to evaluate the curve at</dd>
<dt>y</dt>
<dd>Optionally an object of class SmithWilsonYieldCurve</dd>
<dt>...</dt>
<dd>other arguments to pass to the default plot function</dd>
<dt>aspect</dt>
<dd>either "cts" for continously compounded spot rates, or "zero" for ZCB prices</dd></dl>

Arguments

Plot generic for SmithWilsonYieldCurve objects — points.SmithWilsonYieldCurve

<dl>

<dt>x</dt>
<dd>An object of class SmithWilsonYieldCurve or a vector of terms to evaluate the curve at</dd>


<dt>y</dt>
<dd>Optionally an object of class SmithWilsonYieldCurve</dd>


<dt>...</dt>
<dd>other arguments to pass to the default plot function</dd>


<dt>aspect</dt>
<dd>either "cts" for continously compounded spot rates, or "zero" for ZCB prices</dd>

</dl>

points.SmithWilsonYieldCurve: Plot generic for SmithWilsonYieldCurve objects

Description

Usage

Value

Arguments