IRDataCurv​e.bootstra​p('forward​',... vs getForwardRates

What is the difference between the outputs of the 2 functions? Also, can someone confirm to me that the forward rates given for each date is the instantaneous forward rate? If I chose a semi-annually compounding, what exactly is the forward rate that will be given?
Thank you

답변 (0개)

카테고리

도움말 센터File Exchange에서 Logical에 대해 자세히 알아보기

태그

질문:

2013년 4월 11일

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by