Y_Fit function

Model-implied yields (cross-section)

Y_Fit(ALoad, BLoad, Spa_TS, MatLength, TDim, YieldLab)

Arguments

• ALoad: A loadings
• BLoad: B loadings
• Spa_TS: time series of spanned factors
• MatLength: length of the vector of maturities
• TDim: Time-series dimension
• YieldLab: Label of yields