ycevo-package |
Nonparametric Estimation of the Yield Curve Evolution |
augment.ycevo |
Augment data with predicted discount functions and yield curves |
autoplot.ycevo |
Plot the estimated discount functions and yield curves |
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 |
vis_kernel |
Visualise kernel weights |
ycevo |
Estimate yield function |
ycevo_data |
Simulate bond data |