Navigating curves in matlab

The following Matlab project contains the source code and Matlab examples used for navigating curves. Any practicing Fixed-income Quant would agree that building interest-rate curves is not an exact science and is not a trivial problem.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSize
Navigating Curves.pdf 276613
getNewNelsonsiegelParams.m 588
getNewNelsonsiegelParamsN.m 639
getNewZeroRates.m 186
getRateScenarios.m 585
getRateScenariosN.m 595
GiltData_04Sep2012.xlsx 12557
IRFunctionCurve2.m 43477
pctdemo_helper.m 3537
scenarioanalysis.m 3113
scenarios.fig 224534
simulations.jpg 36078
license.txt 1528

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