Hi,
I am a student currently trying to learn Matlab, so this is probably is rather basic question.
I set up the function like described: Bootstrap interest-rate curve from market data - MATLAB
The types I used are deposits for the short term end and then bonds for the long term part. The problem I have is how to implement the Couponrate necessary for my Bonds. If I just define a vector with 0 for the deposits and the Coupon rates for the Bonds it does not work. If I just plug in any Number it does not work.
My Syntax is like this:
Dcurve = IRDataCurve.bootstrap(Type, Settle, InstrumentTypes, Instruments, 'InterpMethod','Spline','InstrumentCouponrate',CouponVector)
I am a student currently trying to learn Matlab, so this is probably is rather basic question.
I set up the function like described: Bootstrap interest-rate curve from market data - MATLAB
The types I used are deposits for the short term end and then bonds for the long term part. The problem I have is how to implement the Couponrate necessary for my Bonds. If I just define a vector with 0 for the deposits and the Coupon rates for the Bonds it does not work. If I just plug in any Number it does not work.
My Syntax is like this:
Dcurve = IRDataCurve.bootstrap(Type, Settle, InstrumentTypes, Instruments, 'InterpMethod','Spline','InstrumentCouponrate',CouponVector)
