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Estimate Model Parameters

Estimate parameters of IRFunctionCurve object for Nelson-Siegel, Svensson, and smoothing spline yield curve models and analyze curve models

For information about using the IRFunctionCurve object, see Fitting Interest Rate Curve Functions.

Classes

IRFunctionCurveConstruct interest-rate curve object from function handle or function and fit to market data
IRFitOptionsConstruct specific options for fitting interest-rate curve object

Examples and How To

Creating an IRFunctionCurve Object

Use the constructor IRFunctionCurve with a MATLAB® function handle to define an interest-rate curve.

Fitting Interest Rate Curve Functions

This example shows how to use IRFunctionCurve objects to model the term structure of interest rates (also referred to as the yield curve).

Converting an IRDataCurve or IRFunctionCurve Object

The IRDataCurve and IRFunctionCurve objects for interest-rate curves support conversion.

Analysis of Inflation Indexed Instruments

This example shows how to analyze inflation indexed instruments using Financial Toolbox™ and Financial Instruments Toolbox™.

Concepts

Interest-Rate Curve Objects and Workflow

Financial Instruments Toolbox™ class structure supports interest-rate curve objects.

Creating Interest-Rate Curve Objects

Alternatives for creating an interest-rate curve object.