Par yield curve given zero 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 par yield curve given a zero curve and its maturity dates. If either
input for ParRates
,CurveDates
] = zero2pyld(ZeroRates
,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.
ParRates
is the same for any of these input data types.
[
adds optional name-value pair argumentsParRates
,CurveDates
] = zero2pyld(___,Name,Value
)
datetime
| datetime
| disc2zero
| fwd2zero
| pyld2zero
| zbtprice
| zbtyield
| zero2disc
| zero2fwd
| getForwardRates
(Financial Instruments Toolbox)