Financial Instruments Toolbox
Financial Instruments Toolbox provides customizable objects for fitting a yield curve to market data. The toolbox helps you analyze market data by deriving curve objects, including forward rate curve, discount rate curve, and par yield curve.
The interest-rate curve objects help you fit yield curves to market data using several approaches:
Interest-rate curve objects also help you analyze yield curves to derive discount rates, zero rates, forward rates, and par yields.
Additionally, you can convert interest-rate curve objects to model interest-rate term structures and price fixed-income derivatives.