www.gusucode.com > fininst 案例源码程序 matlab代码 > fininst/CalculateCashFlowAmountsandDatesTimeFactorsandMortgageFaExample.m

    %% Calculate Cash Flow Amounts and Dates, Time Factors, and Mortgage Factors for a Single Mortgage  
% Given a mortgage with the following characteristics, compute the cash
% flow amounts and dates, the time factors, and the mortgage factors.   

% Copyright 2015 The MathWorks, Inc.


%% 
% Define the mortgage characteristics. 
Settle      = datenum('17-April-2002');
Maturity    = datenum('1-Jan-2030');
IssueDate   = datenum('1-Jan-2000');
GrossRate   = 0.08125;
CouponRate  = 0.075;
Delay       = 14;
PrepaySpeed = 100;  

%% 
% Use |mbscfamonts| to evaluate the mortgage. 
[CFlowAmounts, CFLowDates, TFactors, Factors] = ... 
mbscfamounts(Settle, Maturity, IssueDate, GrossRate, ... 
CouponRate, Delay, PrepaySpeed)  

%%
% The result is contained in four 334-element row vectors.