www.gusucode.com > fininst 案例源码程序 matlab代码 > fininst/CreateIRBootstrapOptionsObjtoUseWiththebootstrapMethodExample.m
%% Create |IRBootstrapOptionsObj| to Use With the |bootstrap| Method %% % Set the |ConvexityAdjustment| to control interest-rate futures. mybootoptions = IRBootstrapOptions('ConvexityAdjustment',repmat(.005,10,1)) %% % Use |mybootoptions| as the optional argument, |IRBootstrapOptionsObj|, % to use with the |bootstrap| method.