| 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 |