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

    %% Create a RateSpec for a Zero Curve  
% Use |intenvset| to create a |RateSpec| for a zero curve.   

% Copyright 2015 The MathWorks, Inc.


%% 
RateSpec = intenvset('Rates', 0.05, 'StartDates',... 
'20-Jan-2000', 'EndDates', '20-Jan-2001')  

%% 
% Now change the |Compounding| argument to |1| (annual). 
RateSpec = intenvset(RateSpec, 'Compounding', 1)  

%% 
% Calling |intenvset| with no input or output arguments displays a list
% of argument names and possible values. 
intenvset