Code covered by the BSD License
Download apps, toolboxes, and other File Exchange content using Add-On Explorer in MATLAB.
Be the first to rate this file! 2 Downloads (last 30 days) File Size: 8.59 KB File ID: #37681 Version: 1.0
Hazard Rate Bootstrapping
31 Jul 2012
This file bootstraps hazard rates from a series of 1/3/5/7/10-year par spreads.