IRFunctionCurveobject for Nelson-Siegel, Svensson, and smoothing spline yield curve models and analyze curve models
For information about using the
IRFunctionCurve object, see Fitting Interest Rate Curve Functions.
Use the constructor
a MATLAB® function handle to define an interest-rate curve.
This example shows how to use
IRFunctionCurve objects to model the term structure of interest rates (also referred to as the yield curve).
for interest-rate curves support conversion.
This example shows how to analyze inflation-indexed instruments using Financial Toolbox™ and Financial Instruments Toolbox™.