autoplot.ycevo {ycevo}

Plot the estimated discount functions and yield curves

Description

Plots the estimated discount functions and yield curves from a ycevo() object.

Usage

## S3 method for class 'ycevo'
autoplot(
  object,
  est = c("both", "discount", "yield"),
  against = c("tau", "x", "both"),
  loess = TRUE,
  ...
)

Arguments

object

A ycevo object

est

String. Indicates which estimated values to plot: discount function, yield curve, or both. Default is both.

against

String. Indicates which variable to plot against, i.e. what is on the x axis. Time-to-maturity tau, quotation date x, or both (requires package plotly). If both, an interactive 3D plot is generated.

loess

Logical. If TRUE, the returned discount functions and yield curves are loess smoothed.

...

Additional arguments required for generic consistency. Currently not used. Warning: A misspelled argument will not raise an error. The misspelled argument will be either disregarded, or the default value will be applied if one exists.

Value

A ggplot2::ggplot() object if only one dimension is specified in against. A plotly::plot_ly() object if against is set to both.

See Also

ycevo()

Examples

# Simulating bond data
bonds <- ycevo_data(n = 10)

# Estimation can take up to 30 seconds
res <- ycevo(bonds, x = lubridate::ymd("2023-03-01"))
# Plot
autoplot(res)