gi {termstrc} | R Documentation |
Calculation of the cubic functions according to an approach of McCulloch (1975).
gi(t, T, i, s)
t |
maturity. |
T |
knot points. |
i |
index. |
s |
number of basis functions. |
J. Huston McCulloch (1975): The Tax-Adjusted Yield Curve. The Journal of Finance, 30 811–830.