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 |