| 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,