Displaying 1 result from an estimated 1 matches for "eurobonds".
2009 Apr 09
0
Invoking bond_prices function of termstrc package
Hi,
I'm trying to invoke the function bond_prices from termstrc package.
Here is the code snippet:
library(termstrc)
data(eurobonds)
b <- matrix(rep(c(0,0,0, 1),1),nrow=1,byrow=TRUE)
group<-c("GERMANY")
colnames(b) <- c("beta0","beta1","beta2","tau1")
germaturities<-create_maturities_matrix(eurobonds$GERMANY)
bp<-bond_prices(method =
"Nelson/Siegel",b,ge...