Conversion yield curve to bond prices

1 次查看（过去 30 天）
Isma
Isma 2015-7-27
Hi
I had a look at the finance toolbox, and wonder if there are existing tools to convert my daily 4-year historical yield curve data (for 1 year : 1: 27 year maturities) into corresponding bond prices?
ps: my aim is to compute the bonds' return and apply
factoran(returns, p)
Best

请先登录，再回答此问题。

回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Price and Analyze Financial Instruments 的更多信息

标签

产品

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by