MSFC-class function

class

An S4 class for the Maximum Smoothness Forward Curve (MSFC) in etrm

Slots

• Name: A string with the acronym for Maximum Smoothness Forward Curve, "MSFC"
• TradeDate: The trading date
• BenchSheet: A data frame with futures contracts selected for calculation with MSFC computed prices
• Polynomials: The number of polynomials in the MSFC spline
• PriorFunc: A numeric vector with the prior function values
• Results: A data frame with daily values for the calculated MSFC and contracts in "BenchSheet"
• SplineCoef: List with coefficients for the polynomials in the MSFC spline
• KnotPoints: Vector with spline knot points
• CalcDat: Data frame extending "Results" with daily values for time vectors and polynomial coefficients used in calculation