help with bootstrap function

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Alberto Tortella
Alberto Tortella 2018 年 8 月 24 日
回答済み: Alberto Tortella 2018 年 8 月 24 日
Hi all, I have a problem with the IRDataCurve.bootstrap function.
I'm using the attached .m file to create a bootstrapped curve, starting from Euribor and Swap rates.
I don't understand why from period 13 to period 36 the result is zero (see the attached .csv file).
Is there a problem with input data or with parameters function?
Could you help me? Thank you!

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回答 (1 件)

Alberto Tortella
Alberto Tortella 2018 年 8 月 24 日
This is the input file for Euribor and Swap rates.

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