IRDataCurve.bootstrap input instruments parameters
조회 수: 1 (최근 30일)
이전 댓글 표시
Hello all,
I'm a bit new to Matlab and this topic in particular. I'm trying to bootstrap a yield curve as described in this article
I want to use deposits and swaps. The example shows how to do so. However, I'm missing how to parameterize the input instruments. E.g. for swaps I might need to specify the frequency of cash flow exchanges (e.g. 3M is common practice in US, but 6M is common practive in Europe). For both swaps and deposits I like to specify daycount.
Am I missing something obvious or the object doesn't allow to specify this?
Thank you in advance,
Alexander
댓글 수: 0
답변 (0개)
참고 항목
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!