www.gusucode.com > fininst 案例源码程序 matlab代码 > fininst/MortgageBaSecurityYieldGivenPriceExample.m
%% Determine a Mortgage-Backed Security Yield Given the Price % This example shows how to determine the mortgage-backed security yield, % given a mortgage-backed security with the following characteristics. %% % Copyright 2015 The MathWorks, Inc. Price = 102; Settle = '15-Apr-2002'; Maturity = '1 Jan 2030'; IssueDate = '1-Jan-2000'; GrossRate = 0.08125; CouponRate = 0.075; Delay = 14; Speed = 100; [MYield, BEMBSYield] = mbsyield(Price, Settle, Maturity, ... IssueDate, GrossRate, CouponRate, Delay, Speed)