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

    %% Determine Multiple Mortgage-Backed Securities Prices Given the Yield
% This example shows how to determine multiple mortgage-backed securities prices,
% given a portfolio of mortgage-backed securities with the following
% characteristics.
%%

% Copyright 2015 The MathWorks, Inc.

Yield = 0.075;
Settle = datenum(['13-Feb-2000';'17-Apr-2002';'17-May-2002';... 
'13-Jan-2000']);
Maturity  = datenum('1-Jan-2030');
IssueDate = datenum('1-Jan-2000');
GrossRate = 0.08125;
CouponRate = [0.075; 0.07875; 0.0775; 0.08125];
Delay = 14;
Speed = 100;

[Price AccrInt] = mbsprice(Yield, Settle, Maturity, IssueDate,... 
GrossRate, CouponRate, Delay, Speed)