Term Structure and Credit Spread Estimation

Documentation for package `termstrc' version 1.0

termstrc-package	Term Structure and Credit Spread Estimation
aabse	Average Absolute Mean Error
bond_prices	Bond Price Calculation
bond_yields	Bond Yield Calculation
corpbonds	Corporate Bonds
create_cashflows_matrix	Cashflows Matrix Creation
create_maturities_matrix	Maturity Matrix Creation
duration	Duration, modified Duration and Duration based Weights
eurobonds	European Government Bonds
gi	Cubic Functions
loss_function	Loss Function used for the Term Structure Estimation
maturity_range	Maturity Range for Bond Data Set
nelson_estim	Term Structure and Credit Spread Estimation with Nelson/Siegel and Svensson Method
nelson_siegel	Spot Rate Function according to Nelson/Siegel
plot.cubicsplines	S3 Plot Method for Cubic Splines
plot.nelson	S3 Plot Method
print.cubicsplines	S3 Print Method for Cubicsplines
print.nelson	S3 Print Method
print.summary.cubicsplines	S3 Print Method
print.summary.nelson	S3 Print Method
rmse	Root Mean Squared Error
splines_estim	Term Structure and Credit Spread Estimation with Cubic Splines Method
spotrates	Function for the Calculation of the Spot Rates
summary.cubicsplines	S3 Summary Method for Cubicsplines
summary.nelson	S3 Summary Method
svensson	Spot Rate Function according to Svensson
termstrc	Term Structure and Credit Spread Estimation