|
|
| File Information |
| Description |
We first, extract market Data (85 samples for Bond and 10 for Repo) in MTS Indices.
Second, we organize the data, given time to maturity.
Then, we use "parsimonious" to modeling the yield curve. |
| Required Products |
Financial Instruments Toolbox
|
| MATLAB release |
MATLAB 8.1 (R2013a)
|
|
Tags for This File
|
| Everyone's Tags |
|
| Tags I've Applied |
|
| Add New Tags |
Please login to tag files.
|
| Updates |
| 11 Jul 2013 |
We derive the the new graph. |
|
Contact us