Zero curve given par yield 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 new optional name-value pair inputs:
InputCompounding
, InputBasis
,
OutputCompounding
, and
OutputBasis
.
[
returns a zero curve given a par yield curve and its maturity dates. If either
input for ZeroRates
,CurveDates
] = pyld2zero(ParRates
,CurveDates
,Settle
)CurveDates
or Settle
is a
datetime array, CurveDates
is returned as a datetime array.
Otherwise, CurveDates
is returned as a serial date number.
[
adds optional name-value pair argumentsZeroRates
,CurveDates
] = pyld2zero(___,Name,Value
)
datetime
| datetime
| disc2zero
| fwd2zero
| zbtprice
| zbtyield
| zero2disc
| zero2fwd
| zero2pyld
| getForwardRates
(Financial Instruments Toolbox)