tailieunhanh - Financial Toolbox For Use with MATLAB Computation Visualization Programming phần 5

Đường cong tốc độ lây lan phát sinh từ rủi ro mặc định. Đường cong có NCURVE3 (ngày, cơ sở điểm) đường cong là nội suy để trang trải các khoảng thời gian của trái phiếu. : (bắt buộc) NCURVE3-1 vector ngày nối tiếp | cfdates Purpose Cash flow dates for a fixed-income security. Syntax CFlowDates CFlowFlags cfdates Settle Maturity Period Basis EndMonthRule StartDate IssueDate FirstCouponDate LastCouponDate Arguments Settle Settlement date. A vector of serial date numbers or date strings. Settle must be earlier than or equal to Maturity. Maturity Maturity date. A vector of serial date numbers or date strings. Period Coupons per year of the bond. A vector of integers. Allowed values are 1 2 3 4 6 and 12. Default 2. Basis Day-count basis of the bond. A vector of integers. 0 actual actual default 1 30 360 2 actual 360 3 actual 365. EndMonthRule End-of-month rule. A vector. This rule applies only when Maturity is an end-of-month date for a month having 30 or fewer days. 0 ignore rule meaning that a bond s coupon payment date is always the same numerical day of the month. 1 set rule on default meaning that a bond s coupon payment date is always the last actual day of the month. IssueDate Date when a bond was issued. FirstCouponDate Date when a bond makes its first coupon payment. When FirstCouponDate and LastCouponDate are both specified FirstCouponDate takes precedence in determining the coupon payment structure. 2-62 cfdates LastCouponDate Last coupon date of a bond prior to the maturity date. In the absence of a specified FirstCouponDate a specified LastCouponDate determines the coupon structure of the bond. The coupon structure of a bond is truncated at the LastCouponDate regardless of where it falls and will be followed only by the bond s maturity cash flow date. StartDate Date when a bond actually starts the date from which a bond s cash flows can be considered . To make an instrument forward-starting specify this date as a future date. If StartDate is not explicitly specified the effective start date is the settlement date. Settle and Maturity are required arguments. All others are optional. Required arguments must be N-by-1 or 1-by-N conforming vectors or scalars. Optional .