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

    %% Convert an |IRFunctionCurve| Object to a |RateSpec|
% This example shows how to convert an |IRFunctionCurve| object to a
% |RateSpec|. First, an |IRFunctionCurve| object is created using the function |IRFunctionCurve| constructor, then
% a |RateSpec| structure is created using the |toRateSpec| method.
%%

% Copyright 2015 The MathWorks, Inc.

irfc = IRFunctionCurve('Forward',today,@(t) polyval([-0.0001 0.003 0.02],t));
toRateSpec(irfc, today+30:30:today+365)