www.gusucode.com > fininst 案例源码程序 matlab代码 > fininst/CreateaFloatFloatSwapandPricewithintenvpriceExample.m
%% Create a Float-Float Swap and Price with |intenvprice| %% % Use |instswap| to create a float-float swap and price the swap with |intenvprice|. RateSpec = intenvset('Rates',.05,'StartDate',today,'EndDate',datemnth(today,60)); IS = instswap([40 20],today,datemnth(today,60),[], [], [], [0 0]); intenvprice(RateSpec,IS)