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 1.1.0 Index]