Diebold Li - DieboldLi.fitBetasFromYields

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John 2014-11-30

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https://ww2.mathworks.cn/matlabcentral/answers/164858-diebold-li-dieboldli-fitbetasfromyields

评论： ZHENG HOU 2017-4-2

Hello all.

I've been working on Diebold Li model and got everything working fine. But, for some reason, Matlab is telling me now that "Undefined variable "DieboldLi" or class "DieboldLi.fitBetasFromYields" whenever I try to run the program. It seems like DieboldLi function got erased from my memory. Is this right? Help. Thx

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John 2014-11-30

The loop I'm trying to run is:

for jdx = 1:size(EstimationData,1) tmpCurveModel = DieboldLi.fitBetasFromYields(EOMDates(jdx),lambda_t*12,daysadd(EOMDates(jdx),30*TimeToMat),EstimationData(jdx,:)'); Beta(jdx,:) = [tmpCurveModel.Beta1 tmpCurveModel.Beta2 tmpCurveModel.Beta3]; end

which is given on the matlab site.

ZHENG HOU 2017-4-2

Hello, I'm afraid you have solved your problem, but I'm studying DieboldLi model for my paper. Maybe we can talk about it if you are still interested in it.(:D)

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