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)