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 = c(min(mapply(function(i) min(x$y[[i]][, 1]),
        seq(x$n_group))),max(mapply(function(i) max(x$y[[i]][, 1]), 
        seq(x$n_group)))), multiple = FALSE, expoints = unlist(x$expoints),
        ctype = "spot",errors = "price", lwd = 2, lty = 1, type ="l",
        inset = c(0.8, 0.1), ask = TRUE, ...)

Arguments

x object of the class "nelson".
matrange maturity range for the plot, e.g. c(2,10).
multiple if TRUE all curves are plotted together (default: FALSE).
expoints extrapolation points (default: NULL).
ctype parameter setting for the desired curve type, "spot" ("forward", "discount", "spread") for the spot rate (forward rate, discount factor, spread) curves. Use "none" if no curve plot is desired.
errors Specify the type of the error plot. If "priece" ("yield") the price (yield) errors will be plot. Use "none" if no error plot is desired.
lwd the line width, for details see par.
lty the line type, for details see par.
type 1-character string giving the type of plot desired, for details see plot.default.
inset inset distance(s) from the margins as a fraction of the plot region, for details see legend.
ask if TRUE (and the R session is interactive) the user is asked for input, before a new figure is drawn, see par for details.
... other graphical parameters, see par.

Details

Depending on the choice of the curve type ("spot", "forward", "discount", "spread") the corresponding curves will be plot. Either separately or together (multiple = TRUE). If the curves are plotted together a dashed line indicates that the corresponding curve has been extrapolated. In addition, with a separate zero-coupon yield curve plot the yield-to-maturity will be plot. To ease the analysis of the goodness of the estimation, several error plots are offered.

See Also

plot.df_curves, plot.error, plot.fwr_curves, plot.ir_curve, plot.s_curves,

plot.spot_curves, plot.nelson


[Package termstrc version 1.1 Index]