| Financial Derivatives Toolbox™ | |
ParameterValue = intenvget(RateSpec,'ParameterName')
RateSpec | A structure containing the properties of an interest-rate structure. See intenvset for information on creating RateSpec. |
ParameterName | String indicating the parameter name to be accessed. The value of the named parameter is extracted from the structure RateSpec. It is sufficient to type only the leading characters that uniquely identify the parameter. Case is ignored for parameter names. |
ParameterValue = intenvget(RateSpec,'ParameterName') obtains the value of the named parameter ParameterName extracted from RateSpec.
Use intenvset to set the interest-rate structure.
RateSpec = intenvset('Rates', 0.05, 'StartDates',...
'20-Jan-2000', 'EndDates', '20-Jan-2001')
Now use intenvget to extract the values from RateSpec.
[R, RateSpec] = intenvget(RateSpec, 'Rates')
R =
0.0500
RateSpec =
FinObj: 'RateSpec'
Compounding: 2
Disc: 0.9518
Rates: 0.0500
EndTimes: 2
StartTimes: 0
EndDates: 730871
StartDates: 730505
ValuationDate: 730505
Basis: 0
EndMonthRule: 1
| insttypes | intenvprice | |
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