Diebold Li for loop
조회 수: 2 (최근 30일)
이전 댓글 표시
I am trying to run the Diebold Li model, but I am not able to run the for loop:
% Loop through and fit each end of month yield curve
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
When I run this I get error: Undefined variable "DieboldLi" or class "DieboldLi.fitBetasFromYields".
댓글 수: 0
답변 (1개)
Harsha Priya Daggubati
2020년 5월 14일
Hi,
This is a shipped example, you can easily run the example using MATLAB Online or by the following command:
openExample('fininst/Demo_DieboldLi')
The error you mentioned sayns DieboldLi is undefined. I suspect this particular object is cleared accidentally from your worspace during execution. If the issue still persists, make use of breakpoints to solve your issue.
Hope I am able to point in the right direction!
댓글 수: 0
참고 항목
카테고리
Help Center 및 File Exchange에서 Stochastic Differential Equation (SDE) Models에 대해 자세히 알아보기
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!