internal.fininst.cdsstdsurvprob, inside function cdsbootstrap
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I am analyzing the code of cdsbootstrap in the financial instrument toolbox(I want to adapt it to non piecewise flat hazard rates). In the last line appears the following extract of code:
[SurvProbData,HazardRates] = internal.fininst.cdsstdsurvprob( ...
yearfrac(Settle,ProbDates,DefProbCurveBasis),DefaultProbData,...
yearfrac(Settle,MarketDates,Basis));
Is internal.fininst.cdsstdsurvprob accessible someway? Is it some kind of 'internal' function that I cannot modify nor see?
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Zijian Rao
le 11 Juil 2016
Modifié(e) : Zijian Rao
le 11 Juil 2016
Yes, I think you could access this function by selecting the whole function, that is internal.fininst.cdsstdsurvprob, then right click and choose open "internal.fininst.cdsstdsurvprob" selection. Then you could check the code.
However, I don't think you can modify the code directly.
To the best of my knowledge, you could rename it and then create a file with that name under same folder. You could put your code under that file.
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