%% Create an IRBootstrapOptionsObj to Use With Negative Zero Interest-Rates
% Use an IRBootstrapOptionsObj optional argument with the bootstrap method to allow for negative zero rates when solving the swap zero points.

Settle = datenum('15-Mar-2015'); 
InstrumentTypes = {'Deposit';'Deposit';'Swap';'Swap';'Swap';'Swap';}; 

Instruments = [Settle,datenum('15-Jun-2015'),.001; ... 
Settle,datenum('15-Dec-2015'),.0005; ... 
Settle,datenum('15-Mar-2016'),-.001; ... 
Settle,datenum('15-Mar-2017'),-0.0005; ... 
Settle,datenum('15-Mar-2018'),.0017; ... 
Settle,datenum('15-Mar-2020'),.0019]; 

irbo = IRBootstrapOptions('LowerBound',-1); 

bootModel = IRDataCurve.bootstrap('zero', Settle, InstrumentTypes,... 
    Instruments,'IRBootstrapOptions',irbo); 

bootModel.getZeroRates(datemnth(Settle,1:60))

% Note that IRBootstrapOptions optional argument for LowerBound is set to -1 for negative zero rates when solving the swap zero points.
% Copyright 2012 The MathWorks, Inc.