Zero curve given discount curve
In R2017b, the specification of optional input arguments has changed. While the
previous ordered inputs syntax is still supported, it may no longer be supported in
a future release. Use the optional name-value pair inputs:
Compounding
and Basis
.
[
returns a zero curve given a discount curve and its maturity dates. If either
inputs for ZeroRates
,CurveDates
] = disc2zero(DiscRates
,CurveDates
,Settle
)CurveDates
or Settle
are
datetime arrays, the output CurveDates
is returned as
datetime arrays.
[
adds optional name-value pair argumentsZeroRates
,CurveDates
] = disc2zero(___,Name,Value
)
datetime
| fwd2zero
| prbyzero
| pyld2zero
| zbtprice
| zbtyield
| zero2disc
| zero2disc
| zero2fwd
| zero2pyld