www.gusucode.com > fininst 案例源码程序 matlab代码 > fininst/CreateaNewCBondInstrumentExample.m
%% Create a CBond Instrument % Copyright 2015 The MathWorks, Inc. %% % Create a |CBond| instrument. CouponRate = 0.03; Settle = 'Jan-1-2014'; Maturity = 'Jan-1-2016'; CallStrike = 125; CallExDates = [datenum('Jan-1-2015') datenum('Jan-1-2016')]; ConvRatio = 1.5; Spread = 0.045; InstSet = instcbond(CouponRate,Settle,Maturity,ConvRatio,... 'Spread',Spread,'CallExDates',CallExDates,'CallStrike',CallStrike,... 'AmericanCall', 1); %% % Display the |InstSet| for the convertible bond. instdisp(InstSet)