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IRFitOptions

Construct specific options for fitting interest-rate curve object

Description

Build an IRFitOptions object using IRFitOptions.

After creating an IRFitOptions object, you can use the object with fitFunction.

For more detailed information on this workflow, see Interest-Rate Curve Objects and Workflow.

Creation

Description

example

IRFitOptions_obj = IRFitOptions(InitialGuess) sets properties and create the IRFitOptions object with an initial guess or with an initial guess and bounds.

example

IRFitOptions_obj = IRFitOptions(___,Name,Value) sets optional properties using name-value pairs and any of the arguments in the previous syntax. For example, IRFitOptions_obj = IRFitOptions([7 2 1 0],'FitType','yield') creates an IRFitOptions object to use with fitFunction when building a custom fitting function. You can specify multiple name-value pair arguments.

Input Arguments

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Initial guess for the parameters of the curve function, specified as vector of values for the starting point of the optimization.

Data Types: double

Name-Value Pair Arguments

Specify optional comma-separated pairs of Name,Value arguments. Name is the argument name and Value is the corresponding value. Name must appear inside quotes. You can specify several name and value pair arguments in any order as Name1,Value1,...,NameN,ValueN.

Example: IRFitOptions_obj = IRFitOptions([7 2 1 0],'FitType','yield')

Minimize by in curve fitting process, specified as the comma-separated pair consisting of 'FitType' and a character vector.

Data Types: char

Upper bound for parameters of the curve function, specified as the comma-separated pair consisting of 'UpperBound' and a scalar numeric.

Data Types: double

Lower bound for parameters of the curve function, specified as the comma-separated pair consisting of 'LowerBound' and a scalar numeric.

Data Types: double

Optimization parameters, specified as the comma-separated pair consisting of 'OptOptions' and a structure defined by using optimoptions (optimset is also supported).

Data Types: struct

Properties

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This property is read-only.

Minimize by in curve fitting process, returned as a character vector.

Data Types: char

This property is read-only.

Initial guess for the parameters of the curve function, returned as a vector.

Data Types: double

This property is read-only.

Upper bound for parameters of the curve function, returned as a scalar numeric.

Data Types: double

This property is read-only.

Lower bound for parameters of the curve function, returned as a scalar numeric.

Data Types: double

This property is read-only.

Optimization parameters, returned as a structure defined by using optimoptions (optimset is also supported).

Data Types: struct

This property is read-only.

Inequality constraint for parameters, returned as a scalar numeric.

Data Types: double

This property is read-only.

Inequality constraint for parameters, returned as a scalar numeric.

Data Types: double

This property is read-only.

Optimization function used to fit function, returned as lsqnonlin or fmincon.

Data Types: char

Object Functions

fitFunctionCustom fit interest-rate curve object to bond market data

Examples

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This example shows how to create an IRFitOptions object with a 'yield' FitType.

myfitoptions = IRFitOptions([7 2 1 0],'FitType','yield')
myfitoptions = 
  IRFitOptions with properties:

          FitType: 'yield'
     InitialGuess: [7 2 1 0]
       UpperBound: []
       LowerBound: []
       OptOptions: []
                A: []
                b: []
    OptimFunction: 'lsqnonlin'

Introduced in R2008b