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% Zero Curve -- this data is hardcoded for now, but could be bootstrapped
% using the bootstrap method of IRDataCurve.
ZeroTimes = [3/12 6/12 1 5 7 10 20 30]';
ZeroRates = [0.033 0.034 0.035 0.040 0.042 0.044 0.048 0.0475]';
ZeroDates = daysadd(Settle,360*ZeroTimes,1);
DiscountRates = zero2disc(ZeroRates,ZeroDates,Settle);
irdc = IRDataCurve('Zero',Settle,ZeroDates,ZeroRates);
figure
plot(ZeroDates,ZeroRates)
title(['US Zero Curve for ' datestr(Settle)])
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The text was updated successfully, but these errors were encountered: