fCreateKernelMatrix {SmithWilsonYieldCurve} | R Documentation |
Creates a J x J matrix [ w(u_i,u_j) ] where J is the number of cashflow times in the calibration set
fCreateKernelMatrix(times, fKernel)
times |
a vector of cashflow times |
fKernel |
a kernel to apply (a function of times x times returning a matrix ) |