www.gusucode.com > fininst 案例源码程序 matlab代码 > fininst/DiscountFactorsIRDataCurveExample.m
%% Get Discount Factors For Input Dates for an |IRDataCurve| % This example shows how to get discount factors for input dates for % an |IRDataCurve|. %% CurveSettle = datenum('2-Mar-2016'); Data = [2.09 2.47 2.71 3.12 3.43 3.85 4.57 4.58]/100; Dates = datemnth(CurveSettle,12*[1 2 3 5 7 10 20 30]); irdc = IRDataCurve('Zero',CurveSettle,Dates,Data); getDiscountFactors(irdc, CurveSettle+30:30:CurveSettle+720)