| Library: | finance |
| See also: | ITT nmnewton |
| Quantlet: | ITTtermder | |
| Description: | auxiliary quantlet for ITT. It evaluates the Jacobian of the left sides of the non-linear equation system at given time points. |
| Usage: | jac=ITTtermder(t) | |
| Input: | ||
| t | t x 1 vector; time points | |
| Output: | ||
| jac | matrix; Jacobian matrix | |