Hi all, I have a problem with the IRDataCurve.bootstrap function.
I'm using the attached .m file to create a bootstrapped curve, starting from Euribor and Swap rates.
I don't understand why from period 13 to period 36 the result is zero (see the attached .csv file).
Is there a problem with input data or with parameters function?
Could you help me? Thank you!

Antworten (1)

Alberto Tortella
Alberto Tortella am 24 Aug. 2018

0 Stimmen

This is the input file for Euribor and Swap rates.

Kategorien

Mehr zu Get Started with MATLAB finden Sie in Hilfe-Center und File Exchange

Produkte

Version

R2013b

Tags

Gefragt:

am 24 Aug. 2018

Beantwortet:

am 24 Aug. 2018

Community Treasure Hunt

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

Start Hunting!

Translated by