Discount curve given zero curve
In R2017b, the specification of optional input arguments has changed. While the
previous ordered inputs syntax is still supported, it may no longer be supported in
a future release. Use the optional name-value pair inputs:
Compounding
and Basis
.
[
returns a discount curve given a zero curve and its maturity dates. If either
inputs for or areDiscRates
,CurveDates
] = zero2disc(ZeroRates
,CurveDates
,Settle
)CurveDates
Settle
a
datetime array, CurveDates
is returned as a datetime array.
Otherwise, CurveDates
is returned as a serial date number.
The DiscRates
output is the same for any of these input data
types.
[
adds optional name-value pair argumentsDiscRates
,CurveDates
] = zero2disc(___,Name,Value
)
datetime
| disc2zero
| fwd2zero
| prbyzero
| pyld2zero
| zbtprice
| zbtyield
| zero2fwd
| zero2pyld