Maturities {MultiATSM}

Create a vector of numerical maturities in years

Description

Create a vector of numerical maturities in years

Usage

Maturities(DataYields, Economies, UnitYields)

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

Value

Vector containing all observed maturities expressed in years

Examples

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