Fillts function in Financial Toolbox

Oliver Krek

2016 5 17

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Hallo everybody

I am trying to use the fillts function from the Financial Instruments Toolbox in order to obtain an equally spaced time series. Until now, it seemed to work properly, but the fillts function doesn't interpolate the time series anymore/correctly. When i run the function, some values are interpolatet but some are left of, creating a financial time series with missing observations. Can anyone help me with this? Is there a workaround for this problem or has anyone experienced similar issues?

Thanks for the help.

Kind regards

Oliver