Term Structure and Credit Spread Estimation


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Documentation for package `termstrc' version 1.0

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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