Construct bond instrument
InstSet = instbond(CouponRate,Settle,Maturity,Period,Basis,EndMonthRule,IssueDate,FirstCouponDate,LastCouponDate,StartDate,Face)
InstSet = instbond(InstSet,CouponRate,Settle,Maturity,Period,Basis,EndMonthRule,IssueDate,FirstCouponDate,LastCouponDate,StartDate,Face)
[FieldList,ClassList,TypeString]
= instbond
| Instrument variable. This argument is specified only
when adding bond instruments to an existing instrument set. See |
| Decimal annual rate indicating the annual percentage
rate used to determine the coupons payable on a bond. |
| Settlement date. A vector of serial date numbers or date
character vectors. |
| Maturity date. A vector of serial date numbers or date character vectors. |
| (Optional) Coupons per year of the bond. A vector of
integers. Allowed values are |
| (Optional) Day-count basis of the instrument. A vector of integers.
For more information, see Basis. |
| (Optional) End-of-month rule. A vector. This rule applies
only when |
| (Optional) Date when a bond was issued. |
| (Optional) Date when a bond makes its first coupon payment;
used when bond has an irregular first coupon period. When |
| (Optional) Last coupon date of a bond before the maturity
date; used when bond has an irregular last coupon period. In the absence
of a specified |
| (Optional) Date when a bond actually starts (that is,
the date when a bond's cash flows can be considered). To make an instrument
forward starting, specify this date as a future date. If |
| (Optional) Face or par value. |
Data arguments are number of instruments (NINST
)-by-1
vectors, scalar, or empty. Fill in unspecified entries vectors with NaN
.
Only one data argument is required to create the instrument. The others can be omitted or
passed as empty matrices []
.
InstSet = instbond(CouponRate,Settle,Maturity,Period,Basis,EndMonthRule,IssueDate,FirstCouponDate,LastCouponDate,StartDate,Face)
creates
a new instrument set containing bond instruments.
InstSet = instbond(InstSet,CouponRate,Settle,Maturity,Period,Basis,EndMonthRule,IssueDate,FirstCouponDate,LastCouponDate,StartDate,Face)
adds
bond instruments to an existing instrument set.
[FieldList,ClassList,TypeString]
= instbond
displays the classes.
FieldList
is a number of fields
(NFIELDS
-by-1
) cell array of character vectors
listing the name of each data field for this instrument type.
ClassList
is an NFIELDS
-by-1
cell
array of character vectors listing the data class of each field. The
class determines how arguments are parsed. Valid character vectors
are 'dble'
, 'date'
, and 'char'
.
TypeString
is a character vector specifying
the type of instrument added. For a bond instrument, TypeString
= 'Bond'
.
hjmprice
| instaddfield
| instdisp
| instget
| intenvprice