Function BONDITO (don't ask :)) computes allocation of zero-coupon bonds of selected maturities, optimal given current yields and a forecast of yield changes. Having limited practical value, the file can be helpful as a starting point - note the curve-manipulated-with-sliders GUI element - for more interesting exercises.
인용 양식
Dimitri Shvorob (2026). Devise a bond maturity strategy (https://kr.mathworks.com/matlabcentral/fileexchange/18117-devise-a-bond-maturity-strategy), MATLAB Central File Exchange. 검색 날짜: .
MATLAB 릴리스 호환 정보
개발 환경:
R2006a
모든 릴리스와 호환
플랫폼 호환성
Windows macOS Linux카테고리
- Computational Finance > Financial Toolbox > Price and Analyze Financial Instruments >
- Computational Finance > Financial Instruments Toolbox > Price Instruments Using Functions > Yield Curves >
Help Center 및 MATLAB Answers에서 Price and Analyze Financial Instruments에 대해 자세히 알아보기
태그
도움
도움 받은 파일: Visualize payoffs of an option strategy
| 버전 | 게시됨 | 릴리스 정보 | |
|---|---|---|---|
| 1.0.0.0 | BSD |
