Parameters (monthly and daily data)
methods, notes and classification
- Indicator
- 0 Term structure of interest rates on Pfandbriefe(method by Svensson) / Parameter Beta0 / monthly data
- 1 Term structure of interest rates on Pfandbriefe(method by Svensson) / Parameter Beta1 / monthly data
- 2 Term structure of interest rates on Pfandbriefe(method by Svensson) / Parameter Beta2 / monthly data
- 3 Term structure of interest rates on Pfandbriefe(method by Svensson) / Parameter Beta3 / monthly data
- 4 Term structure of interest rates on Pfandbriefe(method by Svensson) / Parameter Tau1 / monthly data
- 5 Term structure of interest rates on Pfandbriefe(method by Svensson) / Parameter Tau2 / monthly data
- 6 Term structure of interest rates on Pfandbriefe(method by Svensson) / Parameter Beta0 / daily data
- 7 Term structure of interest rates on Pfandbriefe(method by Svensson) / Parameter Beta1 / daily data
- 8 Term structure of interest rates on Pfandbriefe(method by Svensson) / Parameter Beta2 / daily data
- 9 Term structure of interest rates on Pfandbriefe(method by Svensson) / Parameter Beta3 / daily data
- a Term structure of interest rates on Pfandbriefe(method by Svensson) / Parameter Tau1 / daily data
- b Term structure of interest rates on Pfandbriefe(method by Svensson) / Parameter Tau2 / daily data