help with bootstrap function

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Alberto Tortella
Alberto Tortella el 24 de Ag. de 2018
Respondida: Alberto Tortella el 24 de Ag. de 2018
Hi all, I have a problem with the IRDataCurve.bootstrap function.
I'm using the attached .m file to create a bootstrapped curve, starting from Euribor and Swap rates.
I don't understand why from period 13 to period 36 the result is zero (see the attached .csv file).
Is there a problem with input data or with parameters function?
Could you help me? Thank you!

Respuestas (1)

Alberto Tortella
Alberto Tortella el 24 de Ag. de 2018
This is the input file for Euribor and Swap rates.

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