bootstraping zero rate cfamounts in custom dates

Hi, i need to bootstrap a zero rate curve, for Mexican Swaps. The problem is that the Fixing is not 3 month like libor, nor 1 month. But 28 Days. Matlab hasn't the right Period. The period is 4 weeks.
What is the best way to complete the bootstraping? what Function did you suggest to change? i'm thinking in modify cfamounts because i think is the core of the limitation.

Answers (0)

Asked:

on 27 Nov 2012

Community Treasure Hunt

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

Start Hunting!