Documentation 
Fit smoothing spline to bond market data
CurveObj = IRFunctionCurve.fitSmoothingSpline(Type, Settle,
Instruments, Lambdafun) CurveObj = IRFunctionCurve.fitSmoothingSpline(Type, Settle,
Instruments, Lambdafun, 'Parameter1', Value1, 'Parameter2',
Value2, ...)
Note: You must have a license for Curve Fitting Toolbox™ software to use the fitSmoothingSpline method. 
Type  Type of interestrate curve for a bond: Forward, Zero, or Discount. 
Settle  Scalar for the Settle date of the curve. 
Instruments  Nby4 data matrix for Instruments where the first column is Settle date, the second column is Maturity, the third column is the clean price, and the fourth column is a CouponRate for the bond. 
Lambdafun  Penalty function that takes as its input time and returns a penalty value. Use a function handle to support the penalty function. The function handle for the penalty function which takes one numeric input (timetomaturity) and returns one numeric output (penalty to be applied to the curvature of the spline). For more information on defining a function handle, see the MATLAB^{®} Programming Fundamentals documentation. 
Knots  (Optional) Vector of knot locations (timestomaturity); by default, knots is set to be a vector comprised of 0 and the time to maturity of all input instruments. The default is for the spline type to be cubic but you can specify any spline type by explicitly specifying the knots. Userdefined knots can be specified using the following command, wherek is the order: augknt(knots,k). 
Compounding  (Optional) Scalar that sets the compounding frequency per year for the IRFunctionCurve object:

Basis  (Optional) Daycount basis of the interestrate curve. A scalar of integers.
For more information, see basis. 
For each bond Instrument, you can specify the following additional instrument parameters as parameter/value pairs. For example, InstrumentBasis distinguishes a bond instrument's Basis value from the curve's Basis value.
InstrumentPeriod  (Optional) Coupons per year of the bond. A vector of integers. Allowed values are 0, 1, 2 (default), 3, 4, 6, and 12. 
InstrumentBasis  (Optional) Daycount basis of the bond. A vector of integers.
For more information, see basis. 
InstrumentEndMonthRule  (Optional) Endofmonth rule. A vector. This rule applies only when Maturity is an endofmonth date for a month having 30 or fewer days. 0 = ignore rule, meaning that a bond's coupon payment date is always the same numerical day of the month. 1 = set rule on (default), meaning that a bond's coupon payment date is always the last actual day of the month. 
InstrumentIssueDate  (Optional) Date when an instrument was issued. 
InstrumentFirstCouponDate  (Optional) Date when a bond makes its first coupon payment; used when bond has an irregular first coupon period. When FirstCouponDate and LastCouponDate are both specified, FirstCouponDate takes precedence in determining the coupon payment structure. If you do not specify a FirstCouponDate, the cash flow payment dates are determined from other inputs. 
InstrumentLastCouponDate  (Optional) Last coupon date of a bond before the maturity date; used when bond has an irregular last coupon period. In the absence of a specified FirstCouponDate, a specified LastCouponDate determines the coupon structure of the bond. The coupon structure of a bond is truncated at the LastCouponDate, regardless of where it falls, and is followed only by the bond's maturity cash flow date. If you do not specify a LastCouponDate, the cash flow payment dates are determined from other inputs. 
InstrumentFace  (Optional) Face or par value. Default = 100. 
Fcurve = IRFunctionCurve.fitSmoothingSpline(Type, Settle, Instruments, Lambdafun, 'Parameter1', Value1, 'Parameter2', Value2, ...) fits a smoothing spline to market data for a bond. You must enter the optional arguments for Basis, Compounding, and Knots as parameter/value pairs.
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