Matlab Dual Curve Bootstrapping with negative swap rate
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I'm trying to implement a dual curve bootstrapping basing on the following matlab link:
https://it.mathworks.com/help/fininst/create-dual-curves-for-eonia-and-euribor-yield-curve.html
Unfortunately my curve doesn't match the one I got from Murex and I think it's due to negative swap rate in the short term. The first three pillars are Deposit (Deposit O/N, Deposit T/N, Deposit S/N) then Swap (1 week to 4 week, 1 month to 23 and 1year to 30y and 35y 40y 50y 60y). When I try to use IRBootstrapOptions setting irbo = IRBootstrapOptions('LowerBound',-1); matlab returns
Error using IRBootstrapOptions (line 45) Error in optional parameter value inputs. Caused by: Error using IRBootstrapOptions (line 40) 'LowerBound' is not a recognized parameter. For a list of valid name-value pair arguments, see the documentation for this function. –
Can you please help me? In attached my OIS Curve from Murex (in case someone would have a look at the curve)
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