Yield curve or zero-coupon prices interpolation and extrapolation


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Documentation for package ‘ycinterextra’ version 0.1

Help Pages

ycinterextra-package Yield curve or zero-coupon prices interpolation and extrapolation
as.list Conversion to a list
coeffs Extraction of estimated coefficients
deviance Residual sum of squares
fitted Model fitted values
forwardrates Forward rates extraction
residuals Model residuals
ycextra Yield curve or zero-coupon prices extrapolation
ycinter Yield curve or zero-coupon prices interpolation
ycinterextra Yield curve or zero-coupon prices interpolation and extrapolation
ycplot Diagnostic plot
ycsummary Comprehensive summary