www.gusucode.com > fininst 案例源码程序 matlab代码 > fininst/ZeroRatesForAnIRFunctionCurveExample.m

    %% Get Zero Rates For Input Dates For an |IRFunctionCurve|
% This example shows how to get zero rates for input dates for an
% |IRFunctionCurve|.
%%

% Copyright 2015 The MathWorks, Inc.

irfc = IRFunctionCurve('Forward',today,@(t) polyval([-0.0001 0.003 0.02],t));
getZeroRates(irfc, today+30:30:today+720)