Is it possible to use the function IRFunctionCurve with a Matlab version R2012b?

Hi, I'm trying to use the IRFunctionCurve.fitNelsonSiegel with a Matlab version R2012b but I can't. Is it possible? If yes, how? Thanks. Griselda

Answer 1

[Christiaan]

Dear Griselda,

Yes the function can be used with MatlabR2012b. The function IRFunctionCurve is part of the Financial Instruments Toolbox. To check if you have this toolbox, please type in your matlab prompt 'ver' and look if the Financial Instruments Toolbox is included.

If you have the toolbox, but the function still doesn't seems to exist, please type in the matlab prompt: 'which IRFunctionCurve'. If the function cannot be found, then you have to look in your harddrive and (when needed) restore the m-file to the original path with restoredefaultpath .

An example how to use this function (with the NelsonSiegel fit) you can look at this Mathworks page.

Good luck! Christiaan

[Griselda]

Thank you very much. The Curve Fitting Toolbox is included but not the Financial Instruments Toolbox. Do you know if it is possible to use it with the first one?

[Christiaan]

Dear Griselda,,

The function IRFunctionCurve is not included in the Curve Fitting Toolbox. (see this link)

Kind regards, Christiaan