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)