
I'm trying to use npreg to estimate a yield curve through a select universe of bonds.

Is anyone aware of a way to weight "npreg" (or a similar function) by the size of the bond issue, for example?

I'm currently making this call:

fit<- npreg(CoMvHR$Zspread~CoMvHR$Duration, regtype='ll', bwmethod='cv.aic')




Kind regards

Russ




This email and any attachments are confidential and inte...{{dropped:30}}

