Devise a bond maturity strategy

(via an interactive GUI)

Description

Function BONDITO (don't ask :)) computes allocation of zero-coupon bonds of selected maturities, optimal given current yields and a forecast of yield changes. Having limited practical value, the file can be helpful as a starting point - note the curve-manipulated-with-sliders GUI element - for more interesting exercises.

Acknowledgements

The author wishes to acknowledge the following in the creation of this submission:
Visualize payoffs of an option strategy

• Required Products: Optimization Toolbox
• MATLAB release: MATLAB 7.2 (R2006a)
• Other requirements: (Calls LINPROG of Optimization Toolbox)