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Analyze Yield Curves

Analyze interest-rate yield curve to determine zero, discount, forward, and par curves

The yield curve shows the relationship between the interest rate and the time to maturity for a given borrower in a given currency. The Financial Instruments Toolbox™ provides additional functionality to fit yield curves to market data using parametric fitting models and bootstrapping, estimate parameters and analyze different type of interest-rate curves. For more information, see Build and Analyze Curve Models (Financial Instruments Toolbox).


disc2zeroZero curve given discount curve
fwd2zeroZero curve given forward curve
prbyzeroPrice bonds in portfolio by set of zero curves
pyld2zeroZero curve given par yield curve
zbtpriceZero curve bootstrapping from coupon bond data given price
zbtyieldZero curve bootstrapping from coupon bond data given yield
zero2discDiscount curve given zero curve
zero2fwdForward curve given zero curve
zero2pyldPar yield curve given zero curve