%% Determine the Zero Curve Given a Discount Curve and Maturity Dates
% Given the following discount factors DiscRates over a set of maturity dates CurveDates, and a settlement date Settle:

DiscRates = [0.9996
             0.9947
             0.9896
             0.9866
             0.9826
             0.9786
             0.9745
             0.9665
             0.9552
             0.9466];

CurveDates = [datenum('06-Nov-2000')
              datenum('11-Dec-2000')
              datenum('15-Jan-2001')
              datenum('05-Feb-2001')
              datenum('04-Mar-2001')
              datenum('02-Apr-2001')
              datenum('30-Apr-2001')
              datenum('25-Jun-2001')
              datenum('04-Sep-2001')
              datenum('12-Nov-2001')];

Settle = datenum('03-Nov-2000');

%
% Set daily compounding for the output zero curve, on an actual/365 basis.

Compounding = 365;
Basis = 3;

%
% Execute the function disc2zero which returns the zero curve ZeroRates at the maturity dates CurveDates.

[ZeroRates, CurveDates] = disc2zero(DiscRates, CurveDates,... 
Settle, Compounding, Basis)

% For readability, DiscRates and ZeroRates are shown here only to the basis point. However, MATLAB® software computed them at full precision. If you enter DiscRates as shown, ZeroRates may differ due to rounding.
% Copyright 2015 The MathWorks, Inc.