spotrates              package:termstrc              R Documentation

_F_u_n_c_t_i_o_n _f_o_r _t_h_e _C_a_l_c_u_l_a_t_i_o_n _o_f _t_h_e _S_p_o_t _R_a_t_e_s

_D_e_s_c_r_i_p_t_i_o_n:

     The function calculates the spot rates for the chosen approach, a
     provided maturity vector and parameter set

_U_s_a_g_e:

     spotrates(method, beta, m)

_A_r_g_u_m_e_n_t_s:

  method: '"Nelson/Siegel"','"Svensson"'

    beta: parameter set  

       m: maturity vector 

_A_u_t_h_o_r(_s):

     Robert Ferstl, Josef Hayden

