The yield curve shows the relationship between the interest rate and the time to maturity for a given borrower in a given currency. This toolbox provides functionality to fit yield curves to market data using parametric fitting models and bootstrapping, estimate parameters and analyze different type of interest-rate curves. You can also simulate future yield curves using a bootstrapping technique that also incorporates different regimes.
IRDataCurveobject from market data and analyze zero curve
IRFunctionCurveobject for Nelson-Siegel, Svensson, and smoothing spline yield curve models and analyze curve models