Library: | finance |
See also: | stocksim european american |
Macro: | cir | |
Description: | displays the yield curve for given parameters under the model of Cox/Ingersoll/Ross (1985) |
Usage: | {z,ylim} = cir() | |
Output: | ||
z | matrix, first column: time to maturity, second column: bond prices, third column: bond yields | |
ylim | limit of yield for increasing maturity |
Library: | finance |
See also: | stocksim european american |