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| bond.cir | Simulates the values and yields of zero-coupon bonds when the spot rate is modeled by a Feller process. |
| bond.vasicek | Simulates the values and yields of zero-coupon bonds when the spot rate is modeled by a Ornstein-Uhlenbeck process |
| data.cir | Yields and maturities simulated from the CIR model. |
| data.vasicek | Yields and maturities simulated from the Vasicek model. |
| est.cir | Estimates the parameters of the CIR model. |
| est.feller | Estimates the parameters of the Feller process. |
| est.ou | Estimates the parameters of the Ornstein-Uhlenbeck process.~~ |
| est.vasicek | Estimates the parameters of the Vasicek model. ~~ |
| get.cir.param | Computes the terms A and B for the price of a zero-coupon bond under the CIR model. |
| get.vasicek.param | Computes the terms A and B for the price of a zero-coupon bond under the Vasicek model. |
| LogLikCIR | Estimates the parameters of the CIR model. |
| LogLikFeller | Estimates the parameters of the Feller process. |
| LogLikOU | Estimates the parameters of the Ornstein-Uhlenbeck process. |
| LogLikVasicek | Estimates the parameters of the Vasicek model. |
| num.jacobian | Compute the symmetric numerical first order derivatives of a multivariate function. |
| sim.cir | Simulates the Feller process. |
| sim.n.chi2 | Simulates a non-central chi-square variable. |
| sim.vasicek | Simulates the Ornstein-Uhlenbeck process. |