R: Create the matrix of kernel functions

fCreateKernelMatrix {SmithWilsonYieldCurve}

R Documentation

Create the matrix of kernel functions

Creates a J x J matrix [ w(u_i,u_j) ] where J is the number of cashflow times in the calibration set

  fCreateKernelMatrix(times, fKernel)

`times`	a vector of cashflow times
`fKernel`	a kernel to apply (a function of times x times returning a matrix )

[Package SmithWilsonYieldCurve version 1.1.1 Index]