@IRFitOptions

Object to specify fitting options for an IRFunctionCurve interest-rate curve object

Hierarchy
Description
Constructor
Public Read-Only Properties
Methods

Hierarchy

Superclasses: None

Subclasses: None

Description

The IRFitOptions object allows you to specify options relating to the fitting process for an IRFunctionCurve object. Input arguments are specified in parameter/value pairs. The IRFitOptions structure provides the capability to choose which quantity to be minimized and other optimization parameters.

Constructor

IRFitOptions

Public Read-Only Properties

Name	Description
`FitType`	`Price`, `Yield`, or `DurationWeightedPrice` determines which is minimized in the curve fitting process. `DurationWeightedPrice` is the default.
`InitialGuess`	Initial guess for the parameters of the curve function.
`UpperBound`	Upper bound for the parameters of the curve function.
`LowerBound`	Lower bound for the parameters of the curve function.
`OptOptions`	Optimization structure based on the output from the Optimization Toolbox™ function `optimset` or `optimoptions`. This optimization structure is evaluated by `lsqnonlin`.
`A`	Inequality constraint for parameters, ignored if `OptimFunction` is set to `lsqnonlin`.
`b`	Inequality constraint for parameters, ignored if `OptimFunction` is set to `lsqnonlin`.
`OptimFunction`	Optimization function used to fit function, either `lsqnonlin` or `fmincon`.