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Analyze Yield Curves

Analyze interest-rate yield curve to determine zero, discount, forward, and par curves

The yield curve shows the relationship between the interest rate and the time to maturity for a given borrower in a given currency. The Financial Instruments Toolbox™ provides additional functionality to fit yield curves to market data using parametric fitting models and bootstrapping, estimate parameters and analyze different type of interest-rate curves. For more information, see Yield Curves.

Functions

disc2zero Zero curve given discount curve
fwd2zero Zero curve given forward curve
prbyzero Price bonds in portfolio by set of zero curves
pyld2zero Zero curve given par yield curve
zbtprice Zero curve bootstrapping from coupon bond data given price
zbtyield Zero curve bootstrapping from coupon bond data given yield
zero2disc Discount curve given zero curve
zero2fwd Forward curve given zero curve
zero2pyld Par yield curve given zero curve
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