Hi,
thank you for your rapid answer. The problem is solved.
My second and last question is as follows:
I use the yield curve package and I want to calculate the fitted yields
via the Svensson approach.
The I have already calculated the six required parameters. At first I
read them in from a CSV-file.
NSSParameter<-(read.csv("C:/Users/admin/Desktop/Universität/SeminarinFinance/R/ParameterSvensson.csv",sep=";",dec=".",header=TRUE)
Now I want to plug them in in the function.
Srates(NSSParameter,maturity,whichRate = "Spot").
NSSParameter is defined as mentioned above looks like for 500 values:
beta_0 beta_1 beta_2 beta_3 tau1 tau2
1 3.824276 -3.726540 -1.878026723 -3.856153 1.1617407 1.672910
2 3.786777 -3.688137 -1.929259408 -3.780010 1.1617407 1.672910
Maturity is maturity<-c(1/12,3/12,6/12,1,2,3,5,7,10,20,30).
Spot is the sort of interest rate I want to determine.
The error request I receive now is: Error in hasTsp(x) : invalid time
series parameters specified. How fix this concrete case? I have not
found an example to that.
Best Regards Jonas
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