Navigating curves: getNewZeroRates( NSModel,params,PlottingDates ) - File Exchange

Code covered by the BSD License

getNewNelsonsiegelParams(oldP... getNewNelsonsiegelParams Helper function that returns new NelsonSeigel
getNewNelsonsiegelParamsN(old... getNewNelsonsiegelParams Helper function that returns new NelsonSeigel
getNewZeroRates( NSModel,para...
getRateScenarios(NSModel,Plot... getRateScenarios Helper function that returns n rate scenarios
getRateScenariosN(NSModel,Plo... getRateScenarios Helper function that returns n rate scenarios
pctdemo_helper_getDefaults() PCTDEMO_HELPER_GETDEFAULTS Process the settings in PARALLELDEMOCONFIG.
IRFunctionCurve2 LOCCONVERT Converts compounding and day count conventions
scenarioanalysis.m
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from Navigating curves by sri
Developing Scenario Analysis Applications using Interest Rate Curve Objects in MATLAB

getNewZeroRates( NSModel,params,PlottingDates )
function [ rates ] = getNewZeroRates( NSModel,params,PlottingDates ) NSModel.FunctionHandle = @(t) nelsonsiegelzero(t, params); rates = NSModel.getZeroRates(PlottingDates(:)); end