www.gusucode.com > fininst 案例源码程序 matlab代码 > fininst/CreateaFixedRateInstrumentExample.m
%% Create a Fixed-Rate Instrument % Copyright 2015 The MathWorks, Inc. %% % Define the characteristics of the fixed-rate instrument. CouponRate = .03; Settle = datenum('15-Mar-2013'); Maturity = datenum('15-Mar-2018'); Reset = 4; Basis = 1; Principal = 1000; EndMonthRule = 1; %% % Create the new cap instrument. ISet = instfixed(CouponRate, Settle, Maturity, Reset, Basis, Principal,EndMonthRule) %% % Display the fixed-rate instrument. instdisp(ISet)