getDiscountFactors
Get discount factors for input dates for
IRDataCurve
Description
computes discount factors for input dates for an F
= getDiscountFactors(CurveObj
,InpDates
)IRDataCurve
object.
Note
The ratecurve
object and
the associated discountfactors
were introduced in R2020a as part of a new
object-based framework in the Financial Instruments Toolbox™ which supports end-to-end workflows in instrument modeling and
analysis. For more information, see Get Started with Workflows Using Object-Based Framework for Pricing Financial Instruments.