Diebold Li for loop

I am trying to run the Diebold Li model, but I am not able to run the for loop:

% Loop through and fit each end of month yield curve

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

When I run this I get error: Undefined variable "DieboldLi" or class "DieboldLi.fitBetasFromYields".

The code is from https://se.mathworks.com/help/fininst/examples/fitting-the-diebold-li-model.html

Answer 1

[Harsha Priya Daggubati]

Hi,

This is a shipped example, you can easily run the example using MATLAB Online or by the following command:

openExample('fininst/Demo_DieboldLi')

The error you mentioned sayns DieboldLi is undefined. I suspect this particular object is cleared accidentally from your worspace during execution. If the issue still persists, make use of breakpoints to solve your issue.

Hope I am able to point in the right direction!