fFitKernelWeights {SmithWilsonYieldCurve} | R Documentation |
Solve for the vector xi of kernel weights
Description
Solve for the vector xi of kernel weights
Usage
fFitKernelWeights(CashflowMatrix, KernelFunctionMatrix,
MarketValueVector, BaseZeroVector)
Arguments
CashflowMatrix |
A matrix of all cashflows, instruments in rows, times in columns |
KernelFunctionMatrix |
A matrix of kernel function values |
MarketValueVector |
A vector of market values of the insturments |
BaseZeroVector |
A vector of "base" values for the zeros |
[Package SmithWilsonYieldCurve version 1.1.1 Index]