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)