How to build a zero curve object from excel

I would like to create a matlab ratecurve object directly inside excel. My goal is to have a few ranges in excel for ratecurve object inputs - market rates (overrnight rate, notes, bonds), curve build features act-360, days to spot, holiday types, etc. I then build a ratecurve object from which I can pull zero rates or discount factors for use elsewhere in the workbook. For example - if i wanted to discount a forward cash flow using the matlab generated zero curve i could have a function similar to =matlabdiscountfactor(curveid, forwarddate), that looks to the ratecurve object.

Answer 1

[Jacob Mathew]

Hey @Greg,

You can follow the below example provided by MathWorks to read spreadsheets into MATLAB Table. This should enable you to read data from your Microsoft Excel spreadsheet:

https://www.mathworks.com/help/releases/R2025a/matlab/import_export/read-spreadsheet-data-into-table.html

Note that there are two seperate methods to deal with a single worksheet (readtable) or mulitiple worksheets (spreadsheetDatastore).

Once you have read the spreadsheet into MATLAB workspace, you can then create your ratecurve by following the below example:

https://www.mathworks.com/help/releases/R2025a/fininst/workflow-for-creating-analyzing-ratecurve-and-parametercurve.html

[Greg]

Thank you very much Jacob - I am going to explore these links. I am a newbie to MathWorks as you can probably sense... thanks for getting me started!