www.gusucode.com > fininst 案例源码程序 matlab代码 > fininst/CreateaFloatingRateInstrumentExample.m
%% Create a Floating-Rate Instrument % Copyright 2015 The MathWorks, Inc. %% % Define the characteristics of the floating-rate instrument. Spread = 2; Settle = datenum('15-Mar-2013'); Maturity = datenum('15-Mar-2018'); Reset = 4; Basis = 1; Principal = 1000; EndMonthRule = 1; CapRate = 0.35; FloorRate = 0.27; %% % Create the new floating-rate instrument. ISet = instfloat(Spread, Settle, Maturity, Reset, Basis, Principal, ... EndMonthRule, CapRate, FloorRate) %% % Display the floating-rate instrument. instdisp(ISet)