www.gusucode.com > fininst 案例源码程序 matlab代码 > fininst/PricefixedbyzeroExample.m
%% Price a 4% Fixed-Rate Note Using a Set of Zero Curves % This example shows how to price a 4% fixed-rate note using a set of zero % curves by loading the file |deriv.mat|, which provides |ZeroRateSpec|, % the interest-rate term structure 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 = fixedbyzero(ZeroRateSpec, CouponRate, Settle, Maturity)