creating multiple IRDataCurve object
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Hello all,
I like to create an array interest-rate object. Each element of it should be an IRDataCurve object. All having the same dates/setting, but different level of interest rates. They should represent Interest Rates scenarios.
Following this article https://nl.mathworks.com/help/fininst/irdatacurve.html
I like to have an irdc object which has input array data of size (50, 8), not (1, 8). And then I like to be able to calculate, say, discount factors for all versions in one go. Is it possible? Or do I need to use cycles to create separate versions of each scenario?
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