Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

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)

Reference(s):

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

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Christian Hafner, 980414
(C) MD*TECH Method and Data Technologies, 17.8.2000