simTermStructs
Simulate term structures for LIBOR Market Model
Syntax
Description
[
simulates future zero curve paths using a specified ZeroRates
,ForwardRates
] = simTermStructs(LMM
,nPeriods
)LiborMarketModel
object.
[
adds optional name-value pair arguments. ZeroRates
,ForwardRates
] = simTermStructs(___,Name,Value
)
Examples
Input Arguments
Name-Value Arguments
Output Arguments
Version History
Introduced in R2013a