Term Structure Definition and Analysis
Define and analyze interest-rate term structure
|Time and frequency from dates|
|Display date entries|
|Interest rates from cash flow discounting factors|
|Properties of interest-rate structure|
|Set properties of interest-rate structure|
|Discount factors from interest rates|
|Change time intervals defining interest-rate environment|
|Dates from time and frequency|
- Modeling the Interest-Rate Term Structure
Financial Instruments Toolbox™ includes a set of functions to encapsulate interest-rate term information into a single structure.
- Interest-Rate Term Conversions
Interest-rate evolution is typically represented by a set of interest rates, including the beginning and end of the periods the rates apply to.
- Understanding the Interest-Rate Term Structure
The interest-rate term structure represents the evolution of interest rates through time.