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.

Objects

`IRFunctionCurve`	Construct interest-rate curve object from function handle or function and fit to market data
`IRFitOptions`	Construct specific options for fitting interest-rate curve object

`getForwardRates`	Get forward rates for input dates for `IRFunctionCurve`
`getZeroRates`	Get zero rates for input dates for `IRFunctionCurve`
`getDiscountFactors`	Get discount factors for input dates for `IRFunctionCurve`
`getParYields`	Get par yields for input dates for `IRFunctionCurve`
`toRateSpec`	Convert `IRFunctionCurve` object to `RateSpec`
`fitNelsonSiegel`	Fit Nelson-Siegel function to bond market data
`fitSvensson`	Fit Svensson function to bond market data
`fitSmoothingSpline`	Fit smoothing spline to bond market data
`fitFunction`	Custom fit interest-rate curve object to bond market data

Creating an IRDataCurve Object
Use the IRDataCurve constructor with vectors of dates and data to create an interest-rate curve object.
Creating an IRFunctionCurve Object
Use 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.
Analyze Inflation-Indexed Instruments
This example shows how to analyze inflation-indexed instruments using Financial Toolbox™ and Financial Instruments Toolbox™.
Bootstrapping a Swap Curve
This example shows how to bootstrap an interest-rate curve, often referred to as a swap curve, using the IRDataCurve object.
Dual Curve Bootstrapping
This example shows how to bootstrap a forward curve using a different curve for discounting.
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.
Mapping Financial Instruments Toolbox Curve Functions to Object-Based Framework
Mapping curve functions to an object-based framework.