@IRFitOptions

Object to specify fitting options for an IRFunctionCurve interest-rate curve object

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Hierarchy Description Constructor Public Read-Only Properties Methods

Hierarchy

Superclasses: None

Subclasses: None

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Description

The IRFitOptions object allows you to specify options relating to the fitting process for an IRFunctionCurve object. Input arguments are specified in parameter/value pairs. The IRFitOptions structure provides the capability to choose which quantity to be minimized and other optimization parameters.

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Constructor

IRFitOptions

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Public Read-Only Properties

Name	Description
FitType	Price, Yield, or DurationWeightedPrice determines which is minimized in the curve fitting process. DurationWeightedPrice is the default.
InitialGuess	Initial guess for the parameters of the curve function.
UpperBound	Upper bound for the parameters of the curve function.
LowerBound	Lower bound for the parameters of the curve function.
OptOptions	Optimization structure based on the output from the Optimization Toolbox function optimset. This optimization structure is evaluated by lsqnonlin.

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Methods

There are no methods.

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@IRDataCurve

@IRFunctionCurve

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