IRFitOptions

Construct specific options for fitting interest-rate curve object

Class

@IRFitOptions

Syntax

myfitoptions = IRFitOptions(InitialGuess)
myfitoptions = IRFitOptions(InitialGuess,Name,Value)

Arguments

InitialGuess	Initial guess for the parameters of the curve function. Vector of values for the starting point of the optimization.
FitType	(Optional) Price, Yield, or DurationWeightedPrice determines which is minimized in the curve fitting process. The default is DurationWeightedPrice.
UpperBound	(Optional) Lower bound for the parameters of the curve function.
LowerBound	(Optional) Upper bound for the parameters of the curve function.
OptOptions	(Optional) Optimization solver options constructed with optimoptions from the Optimization Toolbox™ (optimset is also supported).

Description

myfitoptions = IRFitOptions(InitialGuess,Name,Value) constructs the IRFitOptions structure with an initial guess or with an initial guess and bounds. You must enter the optional arguments for FitType, UpperBound, LowerBound, and OptOptions as comma-separated pairs of Name,Value arguments. Name is the argument name and Value is the corresponding value. Name must appear inside quotes. You can specify several name and value pair arguments in any order as Name1,Value1,...,NameN,ValueN.

Note

IRFitOptions constructor must be used with fitFunction method when building a custom fitting function.

Examples

myfitoptions = IRFitOptions([7 2 1 0],'FitType','yield')

myfitoptions = 

  Properties:
         FitType: 'yield'
    InitialGuess: [7 2 1 0]
      UpperBound: []
      LowerBound: []
      OptOptions: []