View in: Documentation
Price Bermudan swaptions using interest-rate models in Financial Instruments Toolbox™. Specifically, a Hull-White one factor model, a Linear Gaussian two-factor model, and a LIBOR
Bootstrap an interest-rate curve, often referred to as a swap curve, using the IRDataCurve object. The static bootstrap method takes as inputs a cell array of market instruments (which can
Run the command by entering it in the MATLAB Command Window. Web browsers do not support MATLAB commands.
You clicked a link that corresponds to this MATLAB command:
Run the command by entering it in the MATLAB Command Window.
Web browsers do not support MATLAB commands.
Choose your country to get translated content where available and see local events and offers. Based on your location, we recommend that you select: .
You can also select a location from the following list:
See all countries