internal.f​ininst.cds​stdsurvpro​b, inside function cdsbootstrap

2 views (last 30 days)
I am analyzing the code of cdsbootstrap in the financial instrument toolbox(I want to adapt it to non piecewise flat hazard rates). In the last line appears the following extract of code:
[SurvProbData,HazardRates] = internal.fininst.cdsstdsurvprob( ...
yearfrac(Settle,ProbDates,DefProbCurveBasis),DefaultProbData,...
yearfrac(Settle,MarketDates,Basis));
Is internal.fininst.cdsstdsurvprob accessible someway? Is it some kind of 'internal' function that I cannot modify nor see?

Answers (1)

Zijian Rao
Zijian Rao on 11 Jul 2016
Edited: Zijian Rao on 11 Jul 2016
Yes, I think you could access this function by selecting the whole function, that is internal.fininst.cdsstdsurvprob, then right click and choose open "internal.fininst.cdsstdsurvprob" selection. Then you could check the code.
However, I don't think you can modify the code directly.
To the best of my knowledge, you could rename it and then create a file with that name under same folder. You could put your code under that file.

Categories

Find more on Chemistry in Help Center and File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!