plot.nelson {termstrc} | R Documentation |
S3 plot method for an object of the class nelson
## S3 method for class 'nelson': plot(x,matrange,pdf=FALSE,...)
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 |
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.
Robert Ferstl, Josef Hayden