internal.f​ininst.cds​stdsurvpro​b, inside function cdsbootstrap

6 次查看(过去 30 天)
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?

回答(1 个)

Zijian Rao
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.

类别

Help CenterFile 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!

Translated by