www.gusucode.com > fininst 案例源码程序 matlab代码 > fininst/MortgageBackedSecurConvexityExample.m
%% Compute a Mortgage-Backed Security Convexity % This example shows how to compute a mortgage-backed security convexity, % given a mortgage-backed security with the following characteristics. %% % Copyright 2015 The MathWorks, Inc. Price = 101; Settle = '15-Apr-2002'; Maturity = '1 Jan 2030'; IssueDate = '1-Jan-2000'; GrossRate = 0.08125; CouponRate = 0.075; Delay = 14; Speed = 100; Convexity = mbsconvp(Price, Settle, Maturity, IssueDate,... GrossRate, CouponRate, Delay, Speed)