www.gusucode.com > fininst 案例源码程序 matlab代码 > fininst/ComputePricPortfoliTwoZeroCoupExample.m
%% Compute the Prices of a Portfolio of Two Zero-Coupon Instruments % This example shows how to compute the prices of a portfolio of two % zero-coupon instruments, one short-term, and the other long-term. %% % Copyright 2015 The MathWorks, Inc. Settle = '24-Jun-1993'; Maturity = ['01-Nov-1993'; '15-Jan-2024']; Basis = [0; 1]; Yield = [0.04; 0.1]; Price = zeroprice(Yield, Settle, Maturity, [], Basis)