help with bootstrap function
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Hi all, I have a problem with the IRDataCurve.bootstrap function.
I'm using the attached .m file to create a bootstrapped curve, starting from Euribor and Swap rates.
I don't understand why from period 13 to period 36 the result is zero (see the attached .csv file).
Is there a problem with input data or with parameters function?
Could you help me? Thank you!
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Alberto Tortella
le 24 Août 2018
0 votes
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