Download apps, toolboxes, and other File Exchange content using Add-On Explorer in MATLAB.
Join the 15-year community celebration.
Play games and win prizes!
Rate this file 2 Downloads (last 30 days) File Size: 39.8 KB File ID: #27705 Version: 1.0
Kalman Filter Application two factor CIR
23 May 2010
Estimates the parameters of the two factor CIR model on the UK German, and US term structures.