www.gusucode.com > fininst 案例源码程序 matlab代码 > fininst/ParYieldsForIIRDataCurveExample.m
%% Get Par Yields For Input Dates For an |IRDataCurve| % This example shows how to get par yields for input dates for an % |IRDataCurve|. %% CurveSettle = datenum('2-Mar-2016'); Data = [2.09 2.47 2.71 3.12 3.43 3.85 4.57 4.58]/100; Dates = datemnth(CurveSettle,12*[1 2 3 5 7 10 20 30]); irdc = IRDataCurve('Zero',CurveSettle,Dates,Data); getParYields(irdc, CurveSettle+30:30:CurveSettle+720)