I wanted to say that the problem in my post from December 8th is solved. The problem was indeed the 32 bit version of Microsoft Access which is not supported by the 64 bit version of Matlab R2010b. A friend who had the 64 bit version of Access installed, could easily define the ODBC data source and run the scripts "Credit_Rating" and "TransitionProbabilities".
Unfortunately, we discovered another problem: When the script "Credit_VaR" is run, the following error occurs:
??? Error using ==> datenum at 182
Error in ==> Credit_VaR at 52
BondData.Maturity = datenum(BondData.Maturity, 'mm/dd/yyyy');
Error using ==> dtstr2dtnummx
Failed on converting date string to date number.
Have you got a suggestion to solve the problem?
Again, thanks a lot.
I am not able to follow the first step in the readme file which reads:
"Define the database in the “Data” folder as an ODBC data source".
I therefore tried to follow the steps presented by:
Although I got Microsoft Office installed, the "Microsoft Access driver" is not deiplayed in the list of "Step 6" and thus, I am not able to establish a connection to the "HistoricalCreditRatings" database. Maybe this is due to the 32 bit version of Microsoft Access 2007 which is in conflict to my MATLAB 64 version, however, this would not make sense to me, since MATLAB should be backward compatible.
Is there an alternative way to import the "HistoricalCreditRatings"? What steps would you recommend to do the pre-work task "Define the database in the “Data” folder as an ODBC data source".
Any help is highly appreciated.
16 Apr 2013
The file provides scripts and functions to estimate the optimal portfolio by minimizing CVaR