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Alberto Tortella


Last seen: 7 months ago Active since 2018

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Question


Problem with computeInitialWeights function
Good morning, I'm trying to run the code from this article https://it.mathworks.com/help/finance/backtest-investment-strategies...

7 months ago | 1 answer | 0

1

answer

Answered
help with bootstrap function
This is the input file for Euribor and Swap rates.

7 years ago | 0

Question


help with bootstrap function
Hi all, I have a problem with the IRDataCurve.bootstrap function. I'm using the attached .m file to create a bootstrapped cur...

7 years ago | 1 answer | 0

1

answer