plot.nelson {termstrc} | R Documentation |
S3 plot method for an object of the class "nelson"
.
## 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, ...)
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 . |
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.
plot.df_curves
, plot.error
, plot.fwr_curves
, plot.ir_curve
, plot.s_curves
,