Term-structure parameters given Treasury bond parameters
[
returns term-structure parameters (Bonds
,Prices
,Yields
] = tr2bonds(TreasuryMatrix
,Settle
)Bonds
,
Prices
, and Yields
) sorted by
ascending maturity date, given Treasury bond parameters. The formats of the
output matrix and vectors meet requirements for input to the zbtprice
and zbtyield
zero-curve
bootstrapping functions.