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FraRateFromDiscountArrayMex_TestSuite.m
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FraRateFromDiscountArrayMex_TestSuite.m
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%FraRateFromDiscountArrayMex_TestSuite
discountArray = [[0.0833333;0.995336],[0.166667;0.990717],[0.25;0.986193],[0.333333;0.981545],[0.416667;0.976966],[0.5;0.972481],[0.583333;0.967874],[0.666667;0.963335],[0.75;0.958842],[0.833333;0.954252],[0.916667;0.949684],[1;0.945137],[1.25;0.93133],[1.5;0.917363],[1.75;0.903228],[2;0.888851],[2.25;0.87445],[2.5;0.859758],[2.75;0.844928],[3;0.830036],[3.25;0.815093],[3.5;0.800079],[3.75;0.785056],[4;0.770096],[4.25;0.755231],[4.5;0.740448],[4.75;0.725756],[5;0.711162],[5.25;0.696644],[5.5;0.682225],[5.75;0.667976],[6;0.653978],[6.25;0.640234],[6.5;0.62671],[6.75;0.613438],[7;0.600451],[7.25;0.587749],[7.5;0.57531],[7.75;0.563128],[8;0.551198],[8.25;0.539506],[8.5;0.528051],[8.75;0.516843],[9;0.505894],[9.25;0.495163],[9.5;0.484645],[9.75;0.474405],[10;0.464509],[10.25;0.454878],[10.5;0.445406],[10.75;0.436123],[11;0.42706],[11.25;0.418249],[11.5;0.409724],[11.75;0.401519],[12;0.393669],[12.25;0.38609],[12.5;0.378671],[12.75;0.371408],[13;0.364297],[13.25;0.357335],[13.5;0.350517],[13.75;0.343839],[14;0.337299],[14.25;0.33089],[14.5;0.324611],[14.75;0.318456],[15;0.312422],[15.25;0.306503],[15.5;0.300694],[15.75;0.294995],[16;0.289403],[16.25;0.283917],[16.5;0.278535],[16.75;0.273256],[17;0.268078],[17.25;0.262999],[17.5;0.258018],[17.75;0.253133],[18;0.248343],[18.25;0.243648],[18.5;0.239044],[18.75;0.234531],[19;0.230108],[19.25;0.225773],[19.5;0.221526],[19.75;0.217364],[20;0.213286],[20.25;0.209289],[20.5;0.205366],[20.75;0.201517],[21;0.197741],[21.25;0.194035],[21.5;0.190398],[21.75;0.18683],[22;0.183328],[22.25;0.179892],[22.5;0.17652],[22.75;0.173212],[23;0.169966],[23.25;0.16678],[23.5;0.163654],[23.75;0.160587],[24;0.157578],[24.25;0.154624],[24.5;0.151726],[24.75;0.148883],[25;0.146092],[25.25;0.143354],[25.5;0.140667],[25.75;0.138031],[26;0.135444],[26.25;0.132906],[26.5;0.130415],[26.75;0.12797],[27;0.125572],[27.25;0.123218],[27.5;0.120909],[27.75;0.118643],[28;0.116419],[28.25;0.114238],[28.5;0.112096],[28.75;0.109996],[29;0.107934],[29.25;0.105911],[29.5;0.103926],[29.75;0.101978],[30;0.100067]];
yearsToMaturityVec = [1, 1.345, 1.777, 2.34]
[aa,bb,cc]=FraRateFromDiscountArray( discountArray, yearsToMaturityVec)
[aa,bb,cc]=FraRateFromDiscountArrayMex( discountArray(1,:),discountArray(2,:), yearsToMaturityVec)