Maturities {MultiATSM} | R Documentation |
Create a vector of numerical maturities in years
Description
Create a vector of numerical maturities in years
Usage
Maturities(DataYields, Economies, UnitYields)
Arguments
DataYields |
matrix containing all yields of the system (JxT,if the model is single-country-based or CJxT if the model is multy-country-based) |
Economies |
vector containing names of all the economies of the system |
UnitYields |
(i) "Month": if maturity of yields are expressed in months or (ii) "Year": if maturity of yields are expressed in years |
Value
Vector containing all observed maturities expressed in years
[Package MultiATSM version 1.3.1 Index]