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

    %% Convert an |IRDataCurve| Object to a |RateSpec|
% This example shows how to convert an |IRDataCurve| object to a
% |RateSpec|. First, an |IRDataCurve| object is created using the function
% |IRDataCurve| constructor with |Dates| and |Data|,
% then this object is converted to a |RateSpec| structure using the |toRateSpec|
% method.
%%
CurveSettle = datenum('2-Mar-2016');
Data = [2.09 2.47 2.71 3.12 3.43 3.85 4.57 4.58]/100;
Dates = datemnth(CurveSettle,12*[1 2 3 5 7 10 20 30]);
irdc = IRDataCurve('Forward',CurveSettle,Dates,Data);
toRateSpec(irdc, CurveSettle+30:30:CurveSettle+365)