date2time | Time and frequency from dates |
datedisp | Display date entries |
disc2rate | Interest rates from cash flow discounting factors |
intenvget | Properties of interest-rate structure |
intenvset | Set properties of interest-rate structure |
rate2disc | Discount factors from interest rates |
ratetimes | Change time intervals defining interest-rate environment |
time2date | 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.