Compute_EP {MultiATSM} | R Documentation |
Compute the expected component for all models
Description
Compute the expected component for all models
Usage
Compute_EP(
ModelPara,
ModelType,
UnitYields,
matAdjUnit,
N,
rhoList,
Economies,
FactorLabels,
WishFP = FALSE,
matMIN = FALSE,
matMAX = FALSE
)
Arguments
ModelPara |
list of model parameter estimates |
ModelType |
Desired model type |
UnitYields |
Available options: "Month" and "Year" |
matAdjUnit |
Adjusted vector of matutities |
N |
number of country-specific spanned factors |
rhoList |
List of risk-neutral parameters |
Economies |
string-vector containing the names of the economies which are part of the economic system |
FactorLabels |
List of factor labels |
WishFP |
If users wants to compute the forward premia. Default is FALSE. |
matMIN |
For the forward premia, the shortest maturity of the remium of interest |
matMAX |
For the forward premia, the longest maturity of the remium of interest |
[Package MultiATSM version 1.3.1 Index]