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Diebold Li - DieboldLi.​fitBetasFr​omYields

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John
John il 30 Nov 2014
Commentato: ZHENG HOU il 2 Apr 2017
Hello all.
I've been working on Diebold Li model and got everything working fine. But, for some reason, Matlab is telling me now that "Undefined variable "DieboldLi" or class "DieboldLi.fitBetasFromYields" whenever I try to run the program. It seems like DieboldLi function got erased from my memory. Is this right? Help. Thx
  2 Commenti
John
John il 30 Nov 2014
The loop I'm trying to run is:
for jdx = 1:size(EstimationData,1) tmpCurveModel = DieboldLi.fitBetasFromYields(EOMDates(jdx),lambda_t*12,daysadd(EOMDates(jdx),30*TimeToMat),EstimationData(jdx,:)'); Beta(jdx,:) = [tmpCurveModel.Beta1 tmpCurveModel.Beta2 tmpCurveModel.Beta3]; end
which is given on the matlab site.
ZHENG HOU
ZHENG HOU il 2 Apr 2017
Hello, I'm afraid you have solved your problem, but I'm studying DieboldLi model for my paper. Maybe we can talk about it if you are still interested in it.(:D)

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