Conversion yield curve to bond prices
2 views (last 30 days)
Show older comments
Hi
I had a look at the finance toolbox, and wonder if there are existing tools to convert my daily 4-year historical yield curve data (for 1 year : 1: 27 year maturities) into corresponding bond prices?
ps: my aim is to compute the bonds' return and apply
factoran(returns, p)
Best
0 Comments
Answers (0)
See Also
Categories
Find more on Price and Analyze Financial Instruments in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!