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Diebold Li - DieboldLi.​fitBetasFr​omYields

조회 수: 6 (최근 30일)
John
John 2014년 11월 30일
댓글: ZHENG HOU 2017년 4월 2일
Hello all.
I've been working on Diebold Li model and got everything working fine. But, for some reason, Matlab is telling me now that "Undefined variable "DieboldLi" or class "DieboldLi.fitBetasFromYields" whenever I try to run the program. It seems like DieboldLi function got erased from my memory. Is this right? Help. Thx
  댓글 수: 2
John
John 2014년 11월 30일
The loop I'm trying to run is:
for jdx = 1:size(EstimationData,1) tmpCurveModel = DieboldLi.fitBetasFromYields(EOMDates(jdx),lambda_t*12,daysadd(EOMDates(jdx),30*TimeToMat),EstimationData(jdx,:)'); Beta(jdx,:) = [tmpCurveModel.Beta1 tmpCurveModel.Beta2 tmpCurveModel.Beta3]; end
which is given on the matlab site.
ZHENG HOU
ZHENG HOU 2017년 4월 2일
Hello, I'm afraid you have solved your problem, but I'm studying DieboldLi model for my paper. Maybe we can talk about it if you are still interested in it.(:D)

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