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.