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收益率曲线显示给定借贷者使用给定货币时的利率与到期时间之间的关系。Financial Instruments Toolbox™ 还提供了额外的功能,您可以使用参数拟合模型和息票剥离法对市场数据进行收益率曲线拟合,估计参数并分析不同类型的利率曲线。有关详细信息,请参阅


disc2zeroZero curve given discount curve
fwd2zeroZero curve given forward curve
prbyzeroPrice bonds in portfolio by set of zero curves
pyld2zeroZero curve given par yield curve
zbtpriceZero curve bootstrapping from coupon bond data given price
zbtyieldZero curve bootstrapping from coupon bond data given yield
zero2discDiscount curve given zero curve
zero2fwdForward curve given zero curve
zero2pyldPar yield curve given zero curve


Term Structure of Interest Rates

Derive and analyze interest rate curves, including data conversion and extrapolation, bootstrapping, and interest-rate curve conversions.

Sensitivity of Bond Prices to Interest Rates

This example demonstrates an analysis of duration and convexity for a bond portfolio using SIA-compliant bond functions.

Bond Prices and Yield Curve Parallel Shifts

This example uses bond pricing functions to evaluate the impact of time-to-maturity and yield variation on the price of a bond portfolio.

Bond Prices and Yield Curve Nonparallel Shifts

This example shows how to construct a bond portfolio to hedge the interest-rate risk of a Treasury bond maturing in 20 years.

Term Structure Analysis and Interest-Rate Swaps

This example shows how to derive implied zero and forward curves from the observed market prices of coupon-bearing bonds.


Pricing and Computing Yields for Fixed-Income Securities

Compute the accrued interest, price, yield, convexity, and duration of fixed-income securities.