www.gusucode.com > fininst 案例源码程序 matlab代码 > fininst/CreateaPortfoliowithTwoCapInstrumentsanda4BondExample.m

    %% Create a Portfolio with Two Cap Instruments and a 4% Bond  

% Copyright 2015 The MathWorks, Inc.


%% 
% Define the bond: 
Strike = [0.06; 0.07]; 
CouponRate = 0.04; 
Settle = '06-Feb-2000'; 
Maturity = '15-Jan-2003';   

%% 
% Create a portfolio with two cap instruments and a 4% bond and then display
% the portfolio: 
InstSet = instadd('Cap', Strike, Settle, Maturity); 
InstSet = instadd(InstSet, 'Bond', CouponRate, Settle, Maturity);
instdisp(InstSet)