IRDataCurve.bootstrap('forward',... vs getForwardRates
Show older comments
What is the difference between the outputs of the 2 functions? Also, can someone confirm to me that the forward rates given for each date is the instantaneous forward rate? If I chose a semi-annually compounding, what exactly is the forward rate that will be given?
Thank you
Answers (0)
Categories
Find more on Logical in Help Center and File Exchange
Products
on 11 Apr 2013
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!
