Forward Rate Calculation
S3 Estim_cs Method
Maturity Matrix Creation
Estimate Zero-coupon Yield Curves
Cubic Splines Term Structure Estimation
Forward Rate Calculation according to Diebold/Li.
Find Globally Optimal Startparameters
S3 Plot Method
Svensson Loss Function for Yields
Cashflows Matrix Creation
Diebold/Li Loss Function for Bonds
Spot Rate Function according to Nelson and Siegel
Forward Rate Calculation according to an adjusted Svensson Version
adjusted Svensson Gradient Function
S3 Plot Method
Parameter Names
Svensson Grid Loss Function for Bonds
Implied Forward Rate Calculation
S3 Plot Method
Diebold/Li Loss Function for Yields
S3 Print Method
Gradient of the adjusted Svensson Loss Function for Yields
S3 Print Method
summary.dyntermstrc_param
S3 Summary Method
Svensson Gradient Function
Gradient Selection Function
Svensson Grid Loss Function for Bonds
Nelson/Siegel Loss Function for Yields
adjusted Svensson Gradient Function for the Grid Search
Nelson/Siegel Grid Loss Function for Bonds
Restricting a Bond Dataset
Adjusted Svensson Grid Loss Function for Yields
Bond Removal Function
Average Absolute Mean Error
European Government Bonds
S3 Summary Method for Termstrc_cs
S3 Print Method
Duration, modified Duration and Duration based Weights
S3 Estim_nss method
print.summary.dyntermstrc_param
S3 Print Method
Objective Function Selection
Gradient of the Diebold/Li Loss Function for Yields
Zero-coupon Yield Curve Estimation
S3 Summary Method
S3 Print Method for termstrc_cs
Adjusted Svensson Loss Function for Bonds
Term Structure Parameter Extraction
German Government Bond Data Set
S3 Plot Method
Estimate Zero-coupon Yield Curves
Spot Rate Function according to the Diebold and Li Version of the Nelson/Siegel Spot Rate Function
Bond Yield Calculation
Adjusted Svensson Grid Loss Function for Bonds
S3 Print Method
Diebold/Li Gradient function
S3 Summary Method
Gradient Selection Function
Forward Rate Calculation according to Nelson/Siegel.
Nelson/Siegel Gradient Function
Loss Function used for the Term Structure Estimation
S3 Plot Method
fcontrib.dyntermstrc_param
S3 fcontrib Method
S3 Plot Method
S3 Plot Method for Cubic Splines
Nelson/Siegel Gradient Function for the Grid Search
Post Processing of Term Structure Estimation Results
Forward Rate Calculation according to Svensson (1994).
Function for the Calculation of the Spot Rates
S3 estim_nss Method
Spot Rate Function according to Svensson
S3 Print Method
S3 Plot Method
Adjusted Svensson Gradient Function for the Grid Search
Constraints Selection
Objective Function Selection
Svensson Loss Function for Bonds
Cubic Functions
print.summary.dyntermstrc_yields
S3 Print Method
summary.dyntermstrc_yields
S3 Summary Method
S3 Param Method
Nelson/Siegel Grid Loss Function for Yields
S3 Plot Method
print.summary.termstrc_cs
S3 Print Method
S3 Plot Method
S3 Remove Bond Method
Bonddata preprocess function
Adjusted Svensson Loss Function for Yields
S3 Remove Bond Method
S3 Plot Method
Svensson Gradient Function for the Grid Search
Nelson/Siegel Loss Function for Bonds
S3 Summary Method
Name Conversion
Bond Price Calculation
S3 Plot Method
Form Column Sums
Zero Coupon Yield Data Set
S3 Plot Method
S3 Param Method
Nelson/Siegel Gradient Function for the Grid Search
Gradient of the Nelson/Siegel Loss Function for Yields
Svensson Gradient Function for the Grid Search
S3 Estim_nss Method
Root Mean Squared Error
Adjusted Svensson Spot rate function
Find Globally Optimal Start Parameters
S3 Print Method
Parametric Term Structure Estimation
Plot Factor Contribution
Gradient of the Svensson Loss Function for Yields
print.summary.termstrc_nss
S3 Print Method
print.summary.dyntermstrc_nss
S3 Print Method
Zeroyields Data Set Generation