getDiscountFactors

Get discount factors for input dates for IRFunctionCurve

Class

@IRFunctionCurve

Syntax

F = getDiscountFactors(CurveObj,InpDates)

Arguments

CurveObj	Interest-rate curve object that is constructed using the IRFunctionCurve.
InpDates	Vector of input dates using MATLAB® date format. The input dates must be after the settle date.

Description

F = getDiscountFactors(CurveObj,InpDates) returns discount factors for the input dates.

Examples

Get Discount Factors for Input Dates For an IRFunctionCurve

This example shows how to get discount factors for input dates for an IRFunctionCurve.

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

ans = 24×1

    0.9984
    0.9967
    0.9950
    0.9933
    0.9916
    0.9899
    0.9881
    0.9864
    0.9846
    0.9828
      ⋮