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)