Zero curve bootstrapping from coupon bond data given MATRIX of prices

1 view (last 30 days)
Emil Czorniej
Emil Czorniej on 24 Nov 2011
Hi All,
Please help me with the problem mentioned in the topic. I want to perform the bootstrap operation from coupon bond data to achive zero curve but given not just a vector of prices but matrix of prices. Simply I'm interested in doing this not just for one date but for 365 dates at once. Is it possible?
Cheers Emil

Sign in to answer this question.

Answers (0)

Categories

Find more on Bond Futures in Help Center and File Exchange

Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!