help with bootstrap function

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Alberto Tortella on 24 Aug 2018

Answered: Alberto Tortella on 24 Aug 2018

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!

Alberto Tortella on 24 Aug 2018

This is the input file for Euribor and Swap rates.

R2013b

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