Devise a bond maturity strategy
Version 1.0.0.0 (8.09 KB) by
Dimitri Shvorob
(via an interactive GUI)
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 LinuxCategories
- Computational Finance > Financial Toolbox > Price and Analyze Financial Instruments >
- Computational Finance > Financial Instruments Toolbox > Price Instruments Using Functions > Yield Curves >
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Acknowledgements
Inspired by: Visualize payoffs of an option strategy
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| Version | Published | Release Notes | |
|---|---|---|---|
| 1.0.0.0 | BSD |
