Filter löschen
Filter löschen

Diebold Li - DieboldLi.​fitBetasFr​omYields

6 Ansichten (letzte 30 Tage)
John
John am 30 Nov. 2014
Kommentiert: ZHENG HOU am 2 Apr. 2017
Hello all.
I've been working on Diebold Li model and got everything working fine. But, for some reason, Matlab is telling me now that "Undefined variable "DieboldLi" or class "DieboldLi.fitBetasFromYields" whenever I try to run the program. It seems like DieboldLi function got erased from my memory. Is this right? Help. Thx
  2 Kommentare
John
John am 30 Nov. 2014
The loop I'm trying to run is:
for jdx = 1:size(EstimationData,1) tmpCurveModel = DieboldLi.fitBetasFromYields(EOMDates(jdx),lambda_t*12,daysadd(EOMDates(jdx),30*TimeToMat),EstimationData(jdx,:)'); Beta(jdx,:) = [tmpCurveModel.Beta1 tmpCurveModel.Beta2 tmpCurveModel.Beta3]; end
which is given on the matlab site.
ZHENG HOU
ZHENG HOU am 2 Apr. 2017
Hello, I'm afraid you have solved your problem, but I'm studying DieboldLi model for my paper. Maybe we can talk about it if you are still interested in it.(:D)

Melden Sie sich an, um zu kommentieren.

Antworten (0)

Kategorien

Mehr zu Introduction to Installation and Licensing finden Sie in Help Center und File Exchange

Tags

Produkte

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by