IRFunctionCurve object
for Nelson-Siegel, Svensson, and smoothing spline yield curve models
and analyze curve modelsFor information about using the IRFunctionCurve object, see Fitting Interest Rate Curve Functions.
IRFunctionCurve | Construct interest-rate curve object from function handle or function and fit to market data |
IRFitOptions | Construct specific options for fitting interest-rate curve object |
Creating an IRFunctionCurve Object
Use the constructor IRFunctionCurve with
a MATLAB® function handle to define an interest-rate curve.
Fitting Interest Rate Curve Functions
This example shows how to use IRFunctionCurve objects to model the term structure of interest rates (also referred to as the yield curve).
Converting an IRDataCurve or IRFunctionCurve Object
The IRDataCurve and IRFunctionCurve objects
for interest-rate curves support conversion.
Analysis of Inflation Indexed Instruments
This example shows how to analyze inflation indexed instruments using Financial Toolbox™ and Financial Instruments Toolbox™.
Interest-Rate Curve Objects and Workflow
Financial Instruments Toolbox™ class structure supports interest-rate curve objects.
Creating Interest-Rate Curve Objects
Alternatives for creating an interest-rate curve object.