Devise a bond maturity strategy
Function BONDITO (don't ask :)) computes allocation of zero-coupon bonds of selected maturities, optimal given current yields and a forecast of yield changes. Having limited practical value, the file can be helpful as a starting point - note the curve-manipulated-with-sliders GUI element - for more interesting exercises.
Cita come
Dimitri Shvorob (2024). Devise a bond maturity strategy (https://www.mathworks.com/matlabcentral/fileexchange/18117-devise-a-bond-maturity-strategy), MATLAB Central File Exchange. Recuperato .
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- Computational Finance > Financial Toolbox > Price and Analyze Financial Instruments >
- Computational Finance > Financial Instruments Toolbox > Price Instruments Using Functions > Yield Curves >
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Ispirato da: Visualize payoffs of an option strategy
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Versione | Pubblicato | Note della release | |
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1.0.0.0 | BSD |