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 |