www.gusucode.com > fininst 案例源码程序 matlab代码 > fininst/FindTheDurationOfAMortgagePoolExample.m
%% Find the Duration of a Mortgage Pool % 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. Price = 101; Settle = datenum('15-Apr-2002'); Maturity = datenum('1 Jan 2030'); IssueDate = datenum('1-Jan-2000'); GrossRate = 0.08125; CouponRate = 0.075;; Delay = 14; Speed = 100; [YearDuration, ModDuration] = mbsdurp(Price, Settle, Maturity,... IssueDate, GrossRate, CouponRate, Delay, Speed)