loss_function

phat

omega

if <code>"none"</code> the squared deviation of <code>p</code> and
    <code>phat</code> is not weighted, use <code>"duration"</code> for a duration weighted optimization

weights

The loss function defines the objective function used for the optimisation.

The package offers several widely-used term structure estimation procedures,  i.e. the parametric Nelson and Siegel approach, Svensson approach and cubic splines.

loss_function: Loss Function used for the Term Structure Estimation

Description

Usage

Arguments

References