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Alphabetical List
By Category

`abs2active` | Convert constraints from absolute to active format |

`accrfrac` | Fraction of coupon period before settlement |

`acrubond` | Accrued interest of security with periodic interest payments |

`acrudisc` | Accrued interest of discount security paying at maturity |

`active2abs` | Convert constraints from active to absolute format |

`addEquality` | Add linear equality constraints for portfolio weights to existing constraints |

`addGroupRatio` | Add group ratio constraints for portfolio weights to existing group ratio constraints |

`addGroups` | Add group constraints for portfolio weights to existing group constraints |

`addInequality` | Add linear inequality constraints for portfolio weights to existing constraints |

`adline` | Accumulation/Distribution line |

`adosc` | Accumulation/Distribution oscillator |

`amortize` | Amortization schedule |

`annurate` | Periodic interest rate of annuity |

`annuterm` | Number of periods to obtain value |

`arith2geom` | Arithmetic to geometric moments of asset returns |

`array2timetable` | Convert homogeneous array to timetable |

`ascii2fts` | Create financial time series object from ASCII file |

`autobinning` | Perform automatic binning of given predictors |

`bar, barh` | Bar chart |

`bar3, bar3h` | 3-D bar chart |

`beytbill` | Bond equivalent yield for Treasury bill |

`bindata` | Binned predictor variables |

`bininfo` | Return predictor’s bin information |

`binprice` | Binomial put and call American option pricing using Cox-Ross-Rubinstein model |

`blkimpv` | Implied volatility for futures options from Black model |

`blkprice` | Black model for pricing futures options |

`blsdelta` | Black-Scholes sensitivity to underlying price change |

`blsgamma` | Black-Scholes sensitivity to underlying delta change |

`blsimpv` | Black-Scholes implied volatility |

`blslambda` | Black-Scholes elasticity |

`blsprice` | Black-Scholes put and call option pricing |

`blsrho` | Black-Scholes sensitivity to interest-rate change |

`blstheta` | Black-Scholes sensitivity to time-until-maturity change |

`blsvega` | Black-Scholes sensitivity to underlying price volatility |

`bm` | Brownian motion models |

`bndconvp` | Bond convexity given price |

`bndconvy` | Bond convexity given yield |

`bnddurp` | Bond duration given price |

`bnddury` | Bond duration given yield |

`bndkrdur` | Bond key rate duration given zero curve |

`bndprice` | Price fixed-income security from yield to maturity |

`bndspread` | Static spread over spot curve |

`bndtotalreturn` | Total return of fixed-coupon bond |

`bndyield` | Yield to maturity for fixed-income security |

`bolling` | Bollinger band chart |

`bollinger` | Time series Bollinger band |

`bondDefaultBootstrap` | Bootstrap default probability curve from bond prices |

`boxcox` | Box-Cox transformation |

`busdate` | Next or previous business day |

`busdays` | Business days for given period |

`candle` | Candlestick chart |

`candle (fts)` | Time series candle plot |

`cdai` | Accrued interest on certificate of deposit |

`cdprice` | Price of certificate of deposit |

`cdsbootstrap` | Bootstrap default probability curve from credit default swap market quotes |

`cdsprice` | Determine price for credit default swap |

`cdsrpv01` | Compute risky present value of a basis point for credit default swap |

`cdsspread` | Determine spread of credit default swap |

`cdyield` | Yield on certificate of deposit (CD) |

`cev` | Constant Elasticity of Variance (CEV) model |

`cfamounts` | Cash flow and time mapping for bond portfolio |

`cfbyzero` | Price cash flows from set of zero curves |

`cfconv` | Cash flow convexity |

`cfdates` | Cash flow dates for fixed-income security |

`cfdatesq` | Quasi-coupon dates for fixed-income security |

`cfdur` | Cash-flow duration and modified duration |

`cfplot` | Visualize cash flows of financial instruments |

`cfport` | Portfolio form of cash flow amounts |

`cfprice` | Compute price for cash flow given yield to maturity |

`cfspread` | Compute spread over yield curve for cash flow |

`cftimes` | Time factors corresponding to bond cash flow dates |

`cfyield` | Compute yield to maturity for cash flow given price |

`chaikosc` | Chaikin oscillator |

`chaikvolat` | Chaikin volatility |

`chartfts` | Interactive display |

`checkFeasibility` | Check feasibility of input portfolios against portfolio object |

`chfield` | Change data series name |

`cir` | Cox-Ingersoll-Ross mean-reverting square root diffusion model |

`convert2sur` | Convert multivariate normal regression model to seemingly unrelated regression (SUR) model |

`convertto` | Convert to specified frequency |

`corr2cov` | Convert standard deviation and correlation to covariance |

`corrcoef` | Correlation coefficients |

`cov` | Covariance matrix |

`cov2corr` | Convert covariance to standard deviation and correlation coefficient |

`cpncount` | Coupon payments remaining until maturity |

`cpndaten` | Next coupon date for fixed-income security |

`cpndatenq` | Next quasi-coupon date for fixed-income security |

`cpndatep` | Previous coupon date for fixed-income security |

`cpndatepq` | Previous quasi-coupon date for fixed-income security |

`cpndaysn` | Number of days to next coupon date |

`cpndaysp` | Number of days since previous coupon date |

`cpnpersz` | Number of days in coupon period |

`createholidays` | Create trading calendars |

`creditexposures` | Compute credit exposures from contract values |

`creditscorecard` | Create creditscorecard object to build credit scorecard model |

`cumsum` | Cumulative sum |

`cur2frac` | Decimal currency values to fractional values |

`cur2str` | Bank-formatted text |

`date2time` | Time and frequency from dates |

`dateaxis` | Convert serial-date axis labels to calendar-date axis labels |

`datedisp` | Display date entries |

`datefind` | Indices of dates in matrix |

`datemnth` | Date of day in future or past month |

`datenum` | Convert date and time to serial date number |

`datestr` | Convert date and time to string format |

`datetime` | Arrays that represent points in time |

`datevec` | Convert date and time to vector of components |

`datewrkdy` | Date of future or past workday |

`day` | Day of month |

`days252bus` | Number of business days between dates |

`days360` | Days between dates based on 360-day year |

`days360e` | Days between dates based on 360-day year (European) |

`days360isda` | Days between dates based on 360-day year (International Swap Dealer Association (ISDA) compliant) |

`days360psa` | Days between dates based on 360-day year (Public Securities Association (PSA) compliant) |

`days365` | Days between dates based on 365-day year |

`daysact` | Actual number of days between dates |

`daysadd` | Date away from starting date for any day-count basis |

`daysdif` | Days between dates for any for any day-count basis |

`dec2thirtytwo` | Decimal to thirty-second quotation |

`depfixdb` | Fixed declining-balance depreciation schedule |

`depgendb` | General declining-balance depreciation schedule |

`deprdv` | Remaining depreciable value |

`depsoyd` | Sum of years' digits depreciation |

`depstln` | Straight-line depreciation schedule |

`diff` | Differencing |

`diffusion` | Diffusion-rate model component |

`disc2zero` | Zero curve given discount curve |

`discrate` | Bank discount rate of security |

`displaypoints` | Return points per predictor per bin |

`drift` | Drift-rate model component |

`ecmlsrmle` | Least-squares regression with missing data |

`ecmlsrobj` | Log-likelihood function for least-squares regression with missing data |

`ecmmvnrfish` | Fisher information matrix for multivariate normal regression model |

`ecmmvnrmle` | Multivariate normal regression with missing data |

`ecmmvnrobj` | Log-likelihood function for multivariate normal regression with missing data |

`ecmmvnrstd` | Evaluate standard errors for multivariate normal regression model |

`ecmnfish` | Fisher information matrix |

`ecmnhess` | Hessian of negative log-likelihood function |

`ecmninit` | Initial mean and covariance |

`ecmnmle` | Mean and covariance of incomplete multivariate normal data |

`ecmnobj` | Multivariate normal negative log-likelihood function |

`ecmnstd` | Standard errors for mean and covariance of incomplete data |

`effrr` | Effective rate of return |

`elpm` | Compute expected lower partial moments for normal asset returns |

`emaxdrawdown` | Compute expected maximum drawdown for Brownian motion |

`end` | Last date entry |

`eomdate` | Last date of month |

`eq (fts)` | Multiple financial times series object equality |

`estimateAssetMoments` | Estimate mean and covariance of asset returns from data |

`estimateBounds` | Estimate global lower and upper bounds for set of portfolios |

`estimateFrontier` | Estimate specified number of optimal portfolios on the efficient frontier |

`estimateFrontierByReturn` | Estimate optimal portfolios with targeted portfolio returns |

`estimateFrontierByRisk` | Estimate optimal portfolios with targeted portfolio risks |

`estimateFrontierLimits` | Estimate optimal portfolios at endpoints of efficient frontier |

`estimateMaxSharpeRatio` | Estimate efficient portfolio to maximize Sharpe ratio for Portfolio object |

`estimatePortMoments` | Estimate moments of portfolio returns for Portfolio object |

`estimatePortReturn` | Estimate mean of portfolio returns |

`estimatePortRisk` | Estimate portfolio risk according to risk proxy associated with corresponding object |

`estimatePortSharpeRatio` | Estimate Sharpe ratio of given portfolio weights for Portfolio object |

`estimatePortStd` | Estimate standard deviation of portfolio returns |

`estimatePortVaR` | Estimate value-at-risk for PortfolioCVaR object |

`estimateScenarioMoments` | Estimate mean and covariance of asset return scenarios |

`ewstats` | Expected return and covariance from return time series |

`exp` | Exponential values |

`exposureprofiles` | Compute exposure profiles from credit exposures |

`extfield` | Data series extraction |

`fanplot` | Plot combined historical and forecast data to visualize possible outcomes |

`fbusdate` | First business date of month |

`fetch` | Data from financial time series object |

`fieldnames` | Get names of fields |

`fillmissing` | Fill missing values |

`fillts` | Fill missing values in time series |

`filter` | Linear filtering |

`findgroups` | Find groups and return group numbers |

`fints` | Construct financial time series object |

`fitmodel` | Fit logistic regression model to Weight of Evidence (WOE) data |

`floatdiscmargin` | Discount margin for floating-rate bond |

`floatmargin` | Margin measures for floating-rate bond |

`formatpoints` | Format scorecard points and scaling |

`fpctkd` | Fast stochastics |

`frac2cur` | Fractional currency value to decimal value |

`freqnum` | Convert character vector frequency indicator to numeric frequency indicator |

`freqstr` | Convert numeric frequency indicator to character vector representation |

`frontier` | Rolling efficient frontier |

`fts2ascii` | Write elements of time series data into ASCII file |

`fts2mat` | Convert to matrix |

`fts2timetable` | Convert financial time series objects (fints) to timetable object |

`ftsbound` | Start and end dates |

`ftsgui` | Financial time series GUI |

`ftsinfo` | Financial time series object information |

`ftstool` | Financial Time Series app |

`ftsuniq` | Determine uniqueness |

`fvdisc` | Future value of discounted security |

`fvfix` | Future value with fixed periodic payments |

`fvvar` | Future value of varying cash flow |

`fwd2zero` | Zero curve given forward curve |

`gbm` | Geometric Brownian motion model |

`geom2arith` | Geometric to arithmetic moments of asset returns |

`getAssetMoments` | Obtain mean and covariance of asset returns from Portfolio object |

`getBounds` | Obtain bounds for portfolio weights from portfolio object |

`getBudget` | Obtain budget constraint bounds from portfolio object |

`getCosts` | Obtain buy and sell transaction costs from portfolio object |

`getEquality` | Obtain equality constraint arrays from portfolio object |

`getfield` | Content of specific field |

`getGroupRatio` | Obtain group ratio constraint arrays from portfolio object |

`getGroups` | Obtain group constraint arrays from portfolio object |

`getInequality` | Obtain inequality constraint arrays from portfolio object |

`getnameidx` | Find name in list |

`getOneWayTurnover` | Obtain one-way turnover constraints from portfolio object |

`getScenarios` | Obtain scenarios from portfolio object |

`heston` | Heston model |

`hhigh` | Highest high |

`highlow` | High, low, open, close chart |

`highlow (fts)` | Time series High-Low plot |

`hist` | Histogram |

`holdings2weights` | Portfolio holdings into weights |

`holidays` | Holidays and nontrading days |

`horzcat` | Concatenate financial time series objects horizontally |

`horzcat` | Concatenate arrays horizontally |

`hour` | Hour of date or time |

`hwv` | Hull-White/Vasicek Gaussian Diffusion model |

`inforatio` | Calculate information ratio for one or more assets |

`interpolate` | Brownian interpolation of stochastic differential equations |

`irr` | Internal rate of return |

`isbusday` | True for dates that are business days |

`iscompatible` | Structural equality |

`isempty` | True for empty financial time series objects |

`isequal` | Multiple object equality |

`isfield` | Check whether character vector is field name |

`ismissing` | Find missing values |

`issorted` | Check whether dates and times are monotonically increasing |

`kagi` | Kagi chart |

`lagts` | Lag time series object |

`lbusdate` | Last business date of month |

`leadts` | Lead time series object |

`length` | Get number of dates (rows) |

`lifetableconv` | Convert life table series into life tables with forced termination |

`lifetablefit` | Calibrate life table from survival data with parametric models |

`lifetablegen` | Generate life table series from calibrated mortality model |

`linebreak` | Line break chart |

`llow` | Lowest low |

`log` | Natural logarithm |

`log10` | Common logarithm |

`log2` | Base 2 logarithm |

`lpm` | Compute sample lower partial moments of data |

`lweekdate` | Date of last occurrence of weekday in month |

`m2xdate` | MATLAB date to Excel serial date number |

`macd` | Moving Average Convergence/Divergence (MACD) |

`max` | Maximum value |

`maxdrawdown` | Compute maximum drawdown for one or more price series |

`mean` | Arithmetic average |

`medprice` | Median price |

`merge` | Merge multiple financial time series objects |

`min` | Minimum value |

`minus` | Financial time series subtraction |

`minute` | Minute of date or time |

`mirr` | Modified internal rate of return |

`modifybins` | Modify predictor’s bins |

`modifypredictor` | Set properties of credit scorecard predictors |

`month` | Month of date |

`months` | Number of whole months between dates |

`movavg` | Moving average of a financial time series |

`mrdivide` | Financial time series matrix division |

`mtimes` | Financial time series matrix multiplication |

`mvnrfish` | Fisher information matrix for multivariate normal or least-squares regression |

`mvnrmle` | Multivariate normal regression (ignore missing data) |

`mvnrobj` | Log-likelihood function for multivariate normal regression without missing data |

`mvnrstd` | Evaluate standard errors for multivariate normal regression model |

`nancov` | Covariance ignoring NaNs |

`nanmax` | Maximum ignoring NaNs |

`nanmean` | Mean ignoring NaNs |

`nanmedian` | Median ignoring NaNs |

`nanmin` | Minimum ignoring NaNs |

`nanstd` | Standard deviation ignoring NaNs |

`nansum` | Sum ignoring NaNs |

`nanvar` | Variance ignoring NaNs |

`negvolidx` | Negative volume index |

`nomrr` | Nominal rate of return |

`now` | Current date and time as serial date number |

`nweekdate` | Date of specific occurrence of weekday in month |

`nyseclosures` | New York Stock Exchange closures from 1885 to 2070 |

`onbalvol` | On-Balance Volume (OBV) |

`opprofit` | Option profit |

`payadv` | Periodic payment given number of advance payments |

`payodd` | Payment of loan or annuity with odd first period |

`payper` | Periodic payment of loan or annuity |

`payuni` | Uniform payment equal to varying cash flow |

`pcalims` | Linear inequalities for individual asset allocation |

`pcgcomp` | Linear inequalities for asset group comparison constraints |

`pcglims` | Linear inequalities for asset group minimum and maximum allocation |

`pcpval` | Linear inequalities for fixing total portfolio value |

`peravg` | Periodic average of FINTS object |

`periodicreturns` | Periodic total returns from total return prices |

`plot` | Plot data series |

`plotbins` | Plot histogram counts for predictor variables |

`plotFrontier` | Plot efficient frontier |

`plus` | Financial time series addition |

`pointfig` | Point and figure chart |

`portalloc` | Optimal capital allocation to efficient frontier portfolios |

`portalpha` | Compute risk-adjusted alphas and returns for one or more assets |

`portcons` | Portfolio constraints |

`Portfolio` | Create Portfolio object for mean-variance portfolio optimization and analysis |

`PortfolioCVaR` | Creates PortfolioCVaR object for conditional value-at-risk portfolio optimization and analysis |

`PortfolioMAD` | Create PortfolioMAD object for mean-absolute deviation portfolio optimization and analysis |

`portopt` | Portfolios on constrained efficient frontier |

`portrand` | Randomized portfolio risks, returns, and weights |

`portror` | Portfolio expected rate of return |

`portsim` | Monte Carlo simulation of correlated asset returns |

`portstats` | Portfolio expected return and risk |

`portvar` | Variance for portfolio of assets |

`portvrisk` | Portfolio value at risk (VaR) |

`posvolidx` | Positive volume index |

`power` | Financial time series power |

`prbyzero` | Price bonds in portfolio by set of zero curves |

`prcroc` | Price rate of change |

`prdisc` | Price of discounted security |

`predictorinfo` | Summary of credit scorecard predictor properties |

`priceandvol` | Price and Volume chart |

`prmat` | Price with interest at maturity |

`probdefault` | Likelihood of default for given data set |

`prtbill` | Price of Treasury bill |

`pvfix` | Present value with fixed periodic payments |

`pvtrend` | Price and Volume Trend (PVT) |

`pvvar` | Present value of varying cash flow |

`pyld2zero` | Zero curve given par yield curve |

`quarter` | Returns the quarter of given date |

`rdivide` | Financial time series division |

`renko` | Renko |

`resamplets` | Downsample data |

`ret2tick` | Convert return series to price series |

`ret2tick (fts)` | Convert return series to price series for time series object |

`retime` | Resample or aggregate data in timetable, and resolve duplicate or irregular times |

`rmfield` | Remove data series |

`rmmissing` | Remove missing entries |

`rowfun` | Apply function to table or timetable rows |

`rsindex` | Relative Strength Index (RSI) |

`score` | Compute credit scores for given data |

`sde` | Stochastic Differential Equation (SDE) model |

`sdeddo` | Stochastic Differential Equation (SDE) model from Drift and Diffusion components |

`sdeld` | SDE with Linear Drift model |

`sdemrd` | SDE with Mean-Reverting Drift model |

`second` | Seconds of date or time |

`selectreturn` | Portfolio configurations from 3-D efficient frontier |

`setAssetList` | Set up list of identifiers for assets |

`setAssetMoments` | Set moments (mean and covariance) of asset returns for Portfolio object |

`setBounds` | Set up bounds for portfolio weights for a Portfolio object |

`setBounds` | Set up bounds for portfolio weights for PortfolioCVaR or PortfolioMAD objects |

`setBudget` | Set up budget constraints |

`setCosts` | Set up proportional transaction costs |

`setDefaultConstraints` | Set up portfolio constraints with nonnegative weights that sum to 1 |

`setEquality` | Set up linear equality constraints for portfolio weights |

`setfield` | Set content of specific field |

`setGroupRatio` | Set up group ratio constraints for portfolio weights |

`setGroups` | Set up group constraints for portfolio weights |

`setInequality` | Set up linear inequality constraints for portfolio weights |

`setInitPort` | Set up initial or current portfolio |

`setMinMaxNumAssets` | Set cardinality constraints on the number of assets invested in a Portfolio object |

`setmodel` | Set model predictors and coefficients |

`setOneWayTurnover` | Set up one-way portfolio turnover constraints |

`setProbabilityLevel` | Set probability level for VaR and CVaR calculations |

`setScenarios` | Set asset returns scenarios by direct matrix |

`setSolver` | Choose main solver and specify associated solver options for portfolio optimization |

`setSolverMINLP` | Choose mixed integer nonlinear programming (MINLP) solver for portfolio optimization |

`setTrackingError` | Set up maximum portfolio tracking error constraint |

`setTrackingPort` | Set up benchmark portfolio for tracking error constraint |

`setTurnover` | Set up maximum portfolio turnover constraint |

`sharpe` | Compute Sharpe ratio for one or more assets |

`simByEuler` | Euler simulation of stochastic differential equations (SDEs) |

`simBySolution` | Simulate approximate solution of diagonal-drift GBM processes |

`simBySolution` | Simulate approximate solution of diagonal-drift HWV processes |

`simByTransition` | Simulate Cox-Ingersoll-Ross sample paths with transition density |

`simulate` | Simulate multivariate stochastic differential equations (SDEs) |

`simulateNormalScenariosByData` | Simulate multivariate normal asset return scenarios from data |

`simulateNormalScenariosByMoments` | Simulate multivariate normal asset return scenarios from mean and covariance of asset returns |

`size` | Number of dates and data series |

`smoothts` | Smooth data |

`sortfts` | Sort financial time series |

`sortrows` | Sort rows of matrix or table |

`spctkd` | Slow stochastics |

`splitapply` | Split data into groups and apply function |

`std` | Standard deviation |

`stochosc` | Stochastic oscillator |

`subsasgn` | Content assignment |

`subsref` | Subscripted reference |

`summary` | Print summary of table, timetable, or categorical array |

`synchronize` | Synchronize timetables to common time vector, and resample or aggregate data from input timetables |

`table2timetable` | Convert table to timetable |

`targetreturn` | Portfolio weight accuracy |

`taxedrr` | After-tax rate of return |

`tbilldisc2yield` | Convert Treasury bill discount to equivalent yield |

`tbillprice` | Price Treasury bill |

`tbillrepo` | Break-even discount of repurchase agreement |

`tbillval01` | Value of one basis point |

`tbillyield` | Yield on Treasury bill |

`tbillyield2disc` | Convert Treasury bill yield to equivalent discount |

`tbl2bond` | Treasury bond parameters given Treasury bill parameters |

`thirdwednesday` | Find third Wednesday of month |

`thirtytwo2dec` | Thirty-second quotation to decimal |

`tick2ret` | Convert price series to return series |

`tick2ret (fts)` | Convert price series to return series for time series object |

`time2date` | Dates from time and frequency |

`timerange` | Time range for timetable row subscripting |

`times` | Financial time series multiplication |

`timetable` | Timetable array with time-stamped rows and variables of different types |

`tmfactor` | Time factors of arbitrary dates |

`toannual` | Convert to annual |

`todaily` | Convert to daily |

`today` | Current date |

`todecimal` | Fractional to decimal conversion |

`tomonthly` | Convert to monthly |

`toquarterly` | Convert to quarterly |

`toquoted` | Decimal to fractional conversion |

`tosemi` | Convert to semiannual |

`totalreturnprice` | Total return price time series |

`toweekly` | Convert to weekly |

`tr2bonds` | Term-structure parameters given Treasury bond parameters |

`transprob` | Estimate transition probabilities from credit ratings data |

`transprobbytotals` | Estimate transition probabilities using totals structure input |

`transprobfromthresholds` | Convert from credit quality thresholds to transition probabilities |

`transprobgrouptotals` | Aggregate credit ratings information into fewer rating categories |

`transprobprep` | Preprocess credit ratings data to estimate transition probabilities |

`transprobtothresholds` | Convert from transition probabilities to credit quality thresholds |

`ts2func` | Convert time series arrays to functions of time and state |

`tsaccel` | Acceleration between times |

`tsmom` | Momentum between times |

`tsmovavg` | Moving average |

`typprice` | Typical price |

`uicalendar` | Graphical calendar |

`uminus` | Unary minus of financial time series object |

`uplus` | Unary plus of financial time series object |

`validatemodel` | Validate quality of credit scorecard model |

`var` | Variance |

`vartype` | Subscript into table or timetable by variable type |

`vertcat` | Concatenate financial time series objects vertically |

`vertcat` | Concatenate arrays vertically |

`volarea` | Price and volume chart |

`volroc` | Volume rate of change |

`wclose` | Weighted close |

`weeknum` | Week in year |

`weights2holdings` | Portfolio values and weights into holdings |

`willad` | Williams Accumulation/Distribution line |

`willpctr` | Williams %R |

`withtol` | Time tolerance for timetable row subscripting |

`wrkdydif` | Number of working days between dates |

`x2mdate` | Excel serial date number to MATLAB serial date number or datetime format |

`xirr` | Internal rate of return for nonperiodic cash flow |

`year` | Year of date |

`yeardays` | Number of days in year |

`yearfrac` | Fraction of year between dates |

`ylddisc` | Yield of discounted security |

`yldmat` | Yield with interest at maturity |

`yldtbill` | Yield of Treasury bill |

`zbtprice` | Zero curve bootstrapping from coupon bond data given price |

`zbtyield` | Zero curve bootstrapping from coupon bond data given yield |

`zero2disc` | Discount curve given zero curve |

`zero2fwd` | Forward curve given zero curve |

`zero2pyld` | Par yield curve given zero curve |