IRDataCurve.bootstrap input instruments parameters
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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
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도움말 센터 및 File Exchange에서 Bootstrap from Market Data에 대해 자세히 알아보기
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