www.gusucode.com > fininst 案例源码程序 matlab代码 > fininst/PriceaFloatingRateNoteUsingaSetofZeroCurvesExample.m
%% Price a Floating-Rate Note Using a Set of Zero Curves % Price a 20-basis point floating-rate note using a set of zero curves. % Copyright 2015 The MathWorks, Inc. %% % Load |deriv.mat|, which provides |ZeroRateSpec|, the interest-rate term % structure, needed to price the bond. load deriv.mat; %% % Define the floating-rate note using the required arguments. Other arguments % use defaults. Spread = 20; Settle = '01-Jan-2000'; Maturity = '01-Jan-2003'; %% % Use |floatbyzero| to compute the price of the note. Price = floatbyzero(ZeroRateSpec, Spread, Settle, Maturity)