Fixed income toolbox - curve fitting

Hi all, I am using the fitSvensson method to fit a yield curve to market data. When doing so, I construct an IRFitOptions object and pass it an array of parameter values as an initial guess. I would like to extract the resultant values of the parameters of the final fitted curve. How can this be done? I cannot find a method or public property of IRFunctionCurve that will return them. I'm looking to use the resultant parameters of a curve fitting process on one day as the initial guess for the next day. Anyone have any thoughts? Thank you!

[Nuno]

Hi Eric,

Do you already have the answer in other way to your question?

Nuno

Answer 1

[Oleg Komarov]

I don't think you can do that. You should code the function yourself and fit it.

Here's a link that may be of some help: http://www.mathworks.com/matlabcentral/fileexchange/26016-using-matlabr-and-symbolic-math-toolboxtm-to-develop-and-analyze-financial-models