How to customize day count convention in MATLAB Financial Toolbox functions
2 views (last 30 days)
I am using the MATLAB Financial Toolbox functions to extract yields for a country whose daycount convention is actual/364. But this is not provided for in the Toolbox. The closest I can get in the Toolbox is actual/365. Please is there a way I can incorporate actual/364 into the Toolbox functions when extracting the yields? Thanks in advance.