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Luiz Fernando Carnot R de Almeida


Universidade Federal do Rio de Janeiro

Actif depuis 2013

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Retrieving Svensson's model parameters - On what order are these parameters provided?
According to the source code (IRFunctionCurve.m): % The fitted parameters can be recovered from the Parameters % field a...

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How do I get Svensson parameters
Nuno, You can retrieve these parameters through the attribute "Parameters" of the model. Check the code presented below (take...

plus de 10 ans il y a | 0

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Retrieving Svensson's model parameters - On what order are these parameters provided?
After creating a Svensson model I would like to store the parameters calculated by the fitSvensson function. I already know I...

plus de 10 ans il y a | 1 réponse | 0

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How do I change MatLab's internal table of holidays (BUS/252)?
Sean, Everything is working fine now. *Your answer solved the problem* . I probably did something wrong on my previous tes...

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How do I change MatLab's internal table of holidays (BUS/252)?
Sean, Thank you very much for your help. Your solution seems to make most functions in the *Financial Toolbox* (probably a...

plus de 10 ans il y a | 0

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How do I change MatLab's internal table of holidays (BUS/252)?
Hi! I am working with MatLab's Financial Instruments Toolbox to calculate interest rates for the Brazilian Bond Market (day c...

plus de 10 ans il y a | 3 réponses | 1

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