Implied default probability function in matlab

The following Matlab project contains the source code and Matlab examples used for implied default probability function. This function is to calculate the implied default probability from the DOC model.

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
DefaultProbFunction.m 1066
N.m 464

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