Term Structure Definition and Analysis

Define and analyze interest-rate term structure

Use intenvset to define an interest-rate term structure and analyze a term structure with the associated functions.

Functions

`date2time`	Time and frequency from dates
`datedisp`	Display date entries
`disc2rate`	Interest rates from cash flow discounting factors
`intenvget`	Properties of interest-rate structure
`intenvset`	Set properties of interest-rate structure
`rate2disc`	Discount factors from interest rates
`ratetimes`	Change time intervals defining interest-rate environment
`time2date`	Dates from time and frequency

Modeling the Interest-Rate Term Structure
Financial Instruments Toolbox™ includes a set of functions to encapsulate interest-rate term information into a single structure.
Interest-Rate Term Conversions
Interest-rate evolution is typically represented by a set of interest rates, including the beginning and end of the periods the rates apply to.
Understanding the Interest-Rate Term Structure
The interest-rate term structure represents the evolution of interest rates through time.