Term Structure Definition and Analysis
|Time and frequency from dates
|Display date entries
|Interest rates from cash flow discounting factors
|Properties of interest-rate structure
|Set properties of interest-rate structure
|Discount factors from interest rates
|Change time intervals defining interest-rate environment
|Dates from time and frequency
- Modeling the Interest-Rate Term Structure
Financial Instruments Toolbox™ includes a set of functions to encapsulate interest-rate term information into a single structure.
- Interest-Rate Term Conversions
Interest-rate evolution is typically represented by a set of interest rates, including the beginning and end of the periods the rates apply to.
- Understanding the Interest-Rate Term Structure
The interest-rate term structure represents the evolution of interest rates through time.