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

    %% Price a Vanilla Bond  
% Price a 4% bond using a zero curve.    

% Copyright 2015 The MathWorks, Inc.


%% 
% Load |deriv.mat|, which provides |ZeroRateSpec|, the interest-rate term
% structure, needed to price the bond. 
load deriv.mat; 
CouponRate = 0.04;
Settle = '01-Jan-2000';
Maturity = '01-Jan-2004';
Price = bondbyzero(ZeroRateSpec, CouponRate, Settle, Maturity)