vasicek.discrete


SD of the forecast (determines step size)


sigma

r.initial


number of periods total to run the simulation


maRketSim is a market simulator for R.  It was initially designed
around the bond market, with plans to expand to stocks.  maRketSim is
built around the idea of portfolios of fundamental objects.  Therefore
it is slow in its current incarnation, but allows you the flexibility of
seeing exactly what is in your final results, since the objects are retained.

vasicek.discrete: Vasicek yield model in discrete time

Description

Usage

Arguments

Value