Nonparametric Estimation of the Yield Curve Evolution
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Documentation for package ‘ycevo’ version 0.3.0
Help Pages
| ycevo-package | Nonparametric Estimation of the Yield Curve Evolution |
| augment.ycevo | Augment data with predicted discount functions and yield curves |
| autoplot.ycevo | Plot the estimated discount functions and yield curves with ggplot2 or plotly |
| estimate_yield | Estimate yield function |
| generate_yield | Generate a yield curve with cubic time evolution |
| get_yield_at | Generate a yield curve with cubic time evolution |
| get_yield_at_vec | Generate a yield curve with cubic time evolution |
| plot.ycevo | Plot the estimated discount functions and yield curves |
| predict.ycevo | Return predicted discount functions or yield curves |
| vis_kernel | Visualise kernel weights |
| ycevo | Estimate yield function |
| ycevo_data | Simulate bond data |