| fWilson {SmithWilsonYieldCurve} | R Documentation |
Wilson function
Description
Acts as a kernel for regression
Usage
fWilson(t, u, ufr, alpha)
Arguments
t |
a time |
u |
another time |
ufr |
the ultimate forward rate |
alpha |
the spead of reversion to the ultimate forward rate |
[Package SmithWilsonYieldCurve version 1.1.1 Index]