Construct floor instrument
InstSet = instfloor(Strike,Settle,Maturity,FloorReset,Basis,Principal)
InstSet = instfloor(InstSet,Strike,Settle,Maturity,FloorReset,Basis,Principal)
[FieldList,ClassList,TypeString]
= instfloor
| Instrument variable. This argument is specified only
when adding floor instruments to an existing instrument set. See |
| Rate at which the floor is exercised, as a decimal number. |
| 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) |
| (Optional) Day-count basis of the instrument. A vector of integers.
For more information, see Basis. |
| (Optional) |
InstSet = instfloor(Strike,Settle,Maturity,FloorReset,Basis,Principal)
creates a new instrument set containing floor instruments.
InstSet = instfloor(InstSet,Strike,Settle,Maturity,FloorReset,Basis,Principal)
adds floor instruments to an existing instrument set.
[FieldList,ClassList,TypeString]
= instfloor
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 floor instrument, TypeString
= 'Floor'
.
Use the optional argument, Principal
, to
pass a schedule for an amortizing floor.
hjmprice
| instaddfield
| instbond
| instcap
| instdisp
| instswap
| intenvprice