Version: 1.0 (R2022b)
Last Modified: December 22, 2024
Author: Nina Matthews
Supervisor: A/Prof. Tim Gebbie
Project: Time- and Market-Conditioned Flexible Probabilities: in the Context of the South African Bond Market
All code provided forms the basis of a research dissertation submitted in fulfillment of the requirements for the degree of MASTERS OF SCIENCE IN MATHEMATICAL STATISTICS in the DEPARTMENT OF STATISTICAL SCIENCES at the UNIVERSITY OF CAPE TOWN, SOUTH AFRICA.
Copyright (c) 2023 Nina Matthews. All rights reserved.
This work, including the source code and documentation within the toolbox, is the intellectual property of the author.
This toolbox is provided without any warranty and is intended for academic and research purposes only. No commercial use or redistribution is permitted. You are allowed to use and inspect this code for research purposes, provided you give credit to the author.
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BECAUSE THIS PROGRAM IS LICENSED FREE OF CHARGE, THERE IS NO WARRANTY FOR THE PROGRAM, TO THE EXTENT PERMITTED BY APPLICABLE LAW. EXCEPT WHEN OTHERWISE STATED IN WRITING, THE COPYRIGHT HOLDER AND/OR OTHER PARTIES PROVIDE THE PROGRAM "AS IS" WITHOUT WARRANTY OF ANY KIND, EITHER EXPRESSED OR IMPLIED, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE. THE ENTIRE RISK AS TO THE QUALITY AND PERFORMANCE OF THE PROGRAM IS WITH YOU. SHOULD THE PROGRAM PROVE DEFECTIVE, YOU ASSUME THE COST OF ALL NECESSARY SERVICING, REPAIR, OR CORRECTION.
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IN NO EVENT UNLESS REQUIRED BY APPLICABLE LAW OR AGREED TO IN WRITING WILL ANY COPYRIGHT HOLDER, OR ANY OTHER PARTY WHO MAY MODIFY AND/OR REDISTRIBUTE THE PROGRAM AS PERMITTED ABOVE, BE LIABLE TO YOU FOR DAMAGES, INCLUDING ANY GENERAL, SPECIAL, INCIDENTAL, OR CONSEQUENTIAL DAMAGES ARISING OUT OF THE USE OR INABILITY TO USE THE PROGRAM (INCLUDING BUT NOT LIMITED TO LOSS OF DATA OR DATA BEING RENDERED INACCURATE OR LOSSES SUSTAINED BY YOU OR THIRD PARTIES OR A FAILURE OF THE PROGRAM TO OPERATE WITH ANY OTHER PROGRAMS), EVEN IF SUCH HOLDER OR OTHER PARTY HAS BEEN ADVISED OF THE POSSIBILITY OF SUCH DAMAGES.
- This toolbox was built using resources from The MathWorks, Inc. (2019).
This toolbox is intended to prepare your own market data. The included sample data is intended to show the data format and is not intended to be used to build live portfolios.
- Ensure you have MATLAB R2022b or a compatible version installed.
- Refer to the help documentation within individual functions for specific details on their usage.
I would like to thank A/Prof. Tim Gebbie for supervising this project.