Devise a bond maturity strategy

(via an interactive GUI)
2.5K Downloads
Updated 4 Apr 2016

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Function BONDITO (don't ask :)) computes allocation of zero-coupon bonds of selected maturities, optimal given current yields and a forecast of yield changes. Having limited practical value, the file can be helpful as a starting point - note the curve-manipulated-with-sliders GUI element - for more interesting exercises.

Cite As

Dimitri Shvorob (2026). Devise a bond maturity strategy (https://se.mathworks.com/matlabcentral/fileexchange/18117-devise-a-bond-maturity-strategy), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2006a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Acknowledgements

Inspired by: Visualize payoffs of an option strategy

Version Published Release Notes
1.0.0.0

BSD