plot.nelson {termstrc}R Documentation

S3 Plot Method

Description

S3 plot method for an object of the class nelson

Usage

## S3 method for class 'nelson':
plot(x,matrange,pdf=FALSE,...)

Arguments

x object of the class nelson
matrange maturity range for the plot, e.g. c(2,10)
pdf If TRUE the graphics are plotted in a pdf file, which is saved in the current working directory
... other arguments

Details

A plot of the estimated zero-coupon yield curve including the calculated yields for each specified group of bonds is offered. In addition all zero-coupon yield curves are plotted in one graphic and afterwards the spread curves are plotted. The occurrence of a partially dashed line in a graphic indicates that the the curve has been extrapolated.

Author(s)

Robert Ferstl, Josef Hayden

See Also

print.nelson, summary.nelson


[Package termstrc version 1.0 Index]