Nonparametric Estimation of the Yield Curve Evolution
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Documentation for package ‘ycevo’ version 0.1.2
Help Pages
| ycevo-package | Nonparametric Estimation of the Yield Curve Evolution |
| estimate_yield | Estimate yield function |
| generate_yield | Generate a yield curve with cubic time evolution |
| get_yield_at | Generate a yield curve with cubic time evolution |
| get_yield_at_vec | Generate a yield curve with cubic time evolution |
| USbonds | CRSP US Bond Dataset from 02/01/2007 to 31/12/2007 |
| ycevo | Estimate yield function |
| _PACKAGE | Nonparametric Estimation of the Yield Curve Evolution |