数据

到期日	票面利率/参考利率(%)					收盘净价
(04/26/2015)	0.0291	100	1	2	0	99.9354
(05/27/2015)	0.0298	100	1	2	0	99.931
(06/12/2015)	0.0332	100	1	2	0	100.0486
(07/10/2015)	0.0354	100	1	2	0	100.1489
(08/14/2015)	0.0382	100	1	2	0	100.3244
(08/26/2015)	0.0258	100	1	2	0	99.7085
(09/13/2015)	0.031	100	1	2	0	99.977
(09/22/2015)	0.0371	100	1	2	0	100.3477
(10/20/2015)	0.035	100	1	2	0	100.2577
(12/11/2015)	0.0342	100	1	2	0	100.2586
(01/15/2016)	0.0314	100	1	2	0	100.0301
(01/31/2016)	0.031	100	1	2	0	100.0155
(12/25/2016)	0.0339	100	1	2	0	100.4753
(03/13/2017)	0.0366	100	1	2	0	101.0186
(09/11/2017)	0.04	100	1	2	0	102.1307
(03/20/2018)	0.0407	100	1	2	0	102.7265
(03/12/2019)	0.0305	100	1	2	0	99.3541
(06/07/2019)	0.0314	100	1	2	0	99.5927
(09/06/2019)	0.0325	100	1	2	0	99.7784
(10/30/2019)	0.0353	100	1	2	0	101.2148
(02/05/2020)	0.0331	100	1	2	0	100.3523
(07/11/2020)	0.0346	100	1	2	0	100.522
(07/03/2021)	0.0402	100	1	2	0	104.0687
(10/23/2021)	0.037	100	1	2	0	102.6557
(01/22/2022)	0.0336	100	1	2	0	100.5478
(08/22/2023)	0.0408	100	1	2	0	103.9991
(06/19/2024)	0.04	100	1	2	0	104.8478
(09/18/2024)	0.0413	100	1	2	0	106.2663
(05/15/2025)	0.0411	100	1	2	0	104.2
(09/27/2032)	0.041	100	1	2	0	103.49
(12/18/2024)	0.0377	100	1	2	0	103.2392
(06/23/2041)	0.045	100	1	2	0	109.9965
(10/27/2044)	0.043	100	1	2	0	106.0828
(11/24/2064)	0.0424	100	1	2	0	104.0485

function F = myfunpoly(x)
global d ZeroRates f T t b a;
[Numeric,Txt]=xlsread('C:\Users\jiang\Desktop\新建文件夹\历史行情.xlsx');
a=Numeric;
b=Txt(:,1);
c=b(2:35);
Bonds=[datenum(c),a(:,[1:5])];
s=a(:,6);
Settle=datenum('02/12/2015');
OutputCompounding=-1;
[ZeroRates,CurveDates]=zbtprice(Bonds,a(:,6),Settle,OutputCompounding);
d=date2time(Settle,c,1);
for i=1:35  
     if d(i)<=5
            f(i)=1+x(1)*d(i)+x(2)*d(i)^2+x(3)*d(i)^3;
            f(i)=-log(f(i))/d(i);
            else if 5<d(i)<=10
f(i)=1+x(1)*d(i)+x(2)*d(i)^2+x(3)*(d(i)^3-(d(i)-5)^3)+x(4)*(d(i)-5)^3;
                f(i)=-log(f(i))/d(i);
               else if 10<d(i)<=50
                    f(i)=1+x(1)*d(i)+x(2)*d(i)^2+x(3)*(d(i)^3-(d(i)-5)^3)+x(4)*((d(i)-5)^3-(d(i)-10)^3)+x(5)*(d(i)-10)^3;
                   f(i)=-log(f(i))/d(i);
               end
            end
        end
     end
F=Dot(f-ZeroRates',f-ZeroRates');