Function BONDITO (don't ask :)) computes allocation of zero-coupon bonds of selected maturities, optimal given current yields and a forecast of yield changes. Having limited practical value, the file can be helpful as a starting point - note the curve-manipulated-with-sliders GUI element - for more interesting exercises.
Dimitri Shvorob (2023). Devise a bond maturity strategy (https://www.mathworks.com/matlabcentral/fileexchange/18117-devise-a-bond-maturity-strategy), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Platform CompatibilityWindows macOS Linux
Inspired by: Visualize payoffs of an option strategy
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!Start Hunting!