@IRFitOptions

Object to specify fitting options for an IRFunctionCurve interest-rate curve object

Hierarchy

Superclasses: None

Subclasses: None

Description

The IRFitOptions object allows you to specify options relating to the fitting process for an IRFunctionCurve object. Input arguments are specified in parameter/value pairs. The IRFitOptions structure provides the capability to choose which quantity to be minimized and other optimization parameters.

Constructor

IRFitOptions

Public Read-Only Properties

NameDescription
FitType

Price, Yield, or DurationWeightedPrice determines which is minimized in the curve fitting process. DurationWeightedPrice is the default.

InitialGuess

Initial guess for the parameters of the curve function.

UpperBound

Upper bound for the parameters of the curve function.

LowerBound

Lower bound for the parameters of the curve function.

OptOptions

Optimization structure based on the output from the Optimization Toolbox™ function optimset or optimoptions. This optimization structure is evaluated by lsqnonlin.

A

Inequality constraint for parameters, ignored if OptimFunction is set to lsqnonlin.

b

Inequality constraint for parameters, ignored if OptimFunction is set to lsqnonlin.

OptimFunction

Optimization function used to fit function, either lsqnonlin or fmincon.

Methods

There are no methods.

See Also

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