www.gusucode.com > fininst 案例源码程序 matlab代码 > fininst/ConvexityOfAMortgagePoolYieldExample.m
%% Compute the Convexity of a Mortgage Pool Given Yield % This example shows how to compute the convexity of mortgage pool given % yield for a mortgage-backed security with the following characteristics. %% % Copyright 2015 The MathWorks, Inc. Yield = 0.07125; Settle = '15-Apr-2002'; Maturity = '1 Jan 2030'; IssueDate = '1-Jan-2000'; GrossRate = 0.08125; Speed = 100; CouponRate = 0.075; Delay = 14; Convexity = mbsconvy(Yield, Settle, Maturity, IssueDate, ... GrossRate, CouponRate, Delay, Speed)