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)