internal.fininst.cdsstdsurvprob, inside function cdsbootstrap
1 次查看(过去 30 天)
显示 更早的评论
I am analyzing the code of cdsbootstrap in the financial instrument toolbox(I want to adapt it to non piecewise flat hazard rates). In the last line appears the following extract of code:
[SurvProbData,HazardRates] = internal.fininst.cdsstdsurvprob( ...
yearfrac(Settle,ProbDates,DefProbCurveBasis),DefaultProbData,...
yearfrac(Settle,MarketDates,Basis));
Is internal.fininst.cdsstdsurvprob accessible someway? Is it some kind of 'internal' function that I cannot modify nor see?
0 个评论
回答(1 个)
Zijian Rao
2016-7-11
编辑:Zijian Rao
2016-7-11
Yes, I think you could access this function by selecting the whole function, that is internal.fininst.cdsstdsurvprob, then right click and choose open "internal.fininst.cdsstdsurvprob" selection. Then you could check the code.
However, I don't think you can modify the code directly.
To the best of my knowledge, you could rename it and then create a file with that name under same folder. You could put your code under that file.
0 个评论
另请参阅
类别
在 Help Center 和 File Exchange 中查找有关 Develop Apps Using App Designer 的更多信息
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!