tailieunhanh - Financial Toolbox For Use with MATLAB Computation Visualization Programming phần 9

Tính toán lợi nhuận định kỳ của hai cổ phiếu quan sát trong quý đầu tiên, thứ hai, thứ ba và thứ thông số cấu trúc kỳ hạn cho các thông số trái phiếu Kho thông số trái phiếu Kho bạc. N-5 ma trận mà mỗi hàng mô tả một trái phiếu Kho bạc. N là số lượng trái phiếu kho bạc. | tick2ret Example Compute the periodic returns of two stocks observed in the first second third and fourth quarters. TickSeries 100 80 110 90 115 88 110 91 TickTimes 0 6 9 12 RetSeries RetIntervals tick2ret TickSeries TickTimes RetSeries RetIntervals 6 3 3 See Also ewstats ret2tick 2-222 today Purpose Current date. Syntax t today Description t today returns the current date as a serial date number. Example t today returns t 728911 on September 9 1995. See Also datenum datestr now 2-223 tr2bonds Purpose Term-structure parameters given Treasury bond parameters. Syntax bonds p y tr2bonds tbond Arguments tbond Treasury bond parameters. An N-by-5 matrix where each row describes a Treasury bond. N is the number of Treasury bonds. Columns are cpn md bidp askp askytm where cpn Coupon rate as a decimal fraction. md Maturity date as a serial date number. Use datenum to convert date strings to serial date numbers. bidp Bid price based on 100 face value. askp Asked price based on 100 face value. askytm Asked yield to maturity as a decimal fraction. Description bonds p y tr2bonds tbond returns term-structure parameters bond information prices and yields sorted by ascending maturity date md given Treasury bond parameters. The formats of the output matrix and vectors meet requirements for input to the zbtprice and zbtyield zero-curve bootstrapping functions. bonds Coupon bond information. An N-by-6 matrix where each row describes a bond. N is the number of bonds. Columns are md cpn rv per basis eom where md Maturity date of the bond as a serial date number. Use datestr to convert serial date numbers to date strings. cpn Coupon rate of the bond as a decimal fraction. rv Redemption or face value of the bond always 100. per Coupons per year of the bond always 2. basis Day-count basis of the bond always 0 actual actual . eom End-of-month flag always 1 meaning that a bond s coupon payment date is always the last day of the month. .