This is machine translation

Translated by Microsoft
Mouseover text to see original. Click the button below to return to the English version of the page.

Note: This page has been translated by MathWorks. Please click here
To view all translated materials including this page, select Japan from the country navigator on the bottom of this page.

Bootstrap from Market Data

Bootstrap IRDataCurve object from market data and analyze zero curve

For information about using the IRDataCurve object, see the Interest-Rate Curve Objects and Workflow.


IRDataCurveConstruct interest-rate curve object from dates and data
IRBootstrapOptionsConstruct specific options for bootstrapping interest-rate curve object

Examples and How To

Creating Interest-Rate Curve Objects

Alternatives for creating an interest-rate curve object.

Creating an IRDataCurve Object

Use the IRDataCurve constructor with vectors of dates and data to create an interest-rate curve object.

Bootstrapping a Swap Curve

This example shows how to bootstrap an interest-rate curve, often referred to as a swap curve, using the IRDataCurve object.

Dual Curve Bootstrapping

This example shows how to bootstrap a forward curve using a different curve for discounting.

Converting an IRDataCurve or IRFunctionCurve Object

The IRDataCurve and IRFunctionCurve objects for interest-rate curves support conversion.

Analysis of Inflation Indexed Instruments

This example shows how to analyze inflation indexed instruments using Financial Toolbox™ and Financial Instruments Toolbox™.


Interest-Rate Curve Objects and Workflow

Financial Instruments Toolbox™ class structure supports interest-rate curve objects.

Was this topic helpful?