Using MATLAB(R) and Symbolic Math Toolbox(TM) to Develop and Analyze Financial Models 1.0

These files introduce how Symbolic Math Toolboxd-OC?D? can be used to evaluate Nelson Siegel and Svensson models, which are 2 widely used techniques for modeling yield data. We demonstrate how you can define the models in the MuPAD notebook interface and perform some basic analysis and visualization of the models. We then show how you can calculate analytical Jacobians for the models, and use these Jacobians to help speed up an optimization where model parameters are optimized such that they fit government bond data as well as possible.You will need MATLABdlT«, Symbolic Math Toolbox, and Statistics Toolboxd-OC?D? to run this demo.To run this demo, execute Yield_Curve_Optimization.m. Make sure to evaluate the contents of yieldCurve_models.mn before importing variables from the notebook using getVar. You can evaluate the entire notebook by going to the 'Notebook' menu and selecting 'Evaluate All'.

Requirements:	No special requirements
Platforms:	Matlab
Keyword:	All039,  Contents,  Demoto,  Entire,  Evaluate,  Execute,  Government,  Matlab,  Model,  Notebook,  Optimization,  Optimized,  Parameters,  Possibleyou,  Selecting,  Statistics,  Toolbox,  Yield Curve Optimizationm
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