Finance X
Interest rate models for the Icelandic bond market (Final grade 95%)
Final project for the course Finance X 2019
Completed over the course of three weeks: 29/04/2019 - 22/05/2019
Software requirements:
- MATLAB R2017 or newer
- Financial Instruments Toolbox for MATLAB
To run:
- Clone or download repository files
- Type “BondGUI”, “InterestRateGUI”, “pricingModelGUI” or “swapGUI” into the Command Window
Known issues:
- The Nelson-Siegel and Nelson-Siegel-Svensson fit on the term structure of interest rate can be buggy