已知 semi annual compounded yield to maturity
Treasury bills: yield to maturity (ytm)
1month 1.2%
3month 1.65%
6month 2.1%
1year 2.25%
Treasury notes ytm
2year 2.55%
3year 2.8%
5year 3%
要求区间 t=(0,1,1.5...4.5,5.0)的US treasury zero rate curve和forward rate curve.
用matlab怎么求解?