www.gusucode.com > fininst 案例源码程序 matlab代码 > fininst/PricefixedbyhjmExample.m
%% Price a 4% Fixed-Rate Note Using an HJM Forward-Rate Tree % This example shows how to price a 4% fixed-rate note using an HJM % forward-rate tree by loading the file |deriv.mat|, which provides |HJMTree|. % The |HJMTree| structure contains the time and forward-rate information % needed to price the note. %% % Copyright 2015 The MathWorks, Inc. load deriv.mat CouponRate = 0.04; Settle = '01-Jan-2000'; Maturity = '01-Jan-2003'; Price = fixedbyhjm(HJMTree, CouponRate, Settle, Maturity)