www.gusucode.com > fininst 案例源码程序 matlab代码 > fininst/FindTheDurafAMortgagePoolYieldExample.m
%% Find the Duration of a Mortgage Pool Given the Yield % This example shows how to find the duration of mortgage pool given a % mortgage-backed security with the following characteristics. %% % Copyright 2015 The MathWorks, Inc. Yield = 0.07298413; Settle = '15-Apr-2002'; Maturity = '1 Jan 2030'; IssueDate = '1-Jan-2000'; GrossRate = 0.08125; Speed = 100; CouponRate = 0.075; Delay = 14; [YearDuration, ModDuration] = mbsdury(Yield, Settle, Maturity,... IssueDate, GrossRate, CouponRate, Delay, Speed)