Price fixedrate note from set of zero curves
[Price, DirtyPrice, CFlowAmounts, CFlowDates] =
fixedbyzero(RateSpec,
CouponRate, Settle, Maturity)
[Price, DirtyPrice, CFlowAmounts, CFlowDates] =
fixedbyzero(RateSpec,
CouponRate, Settle, Maturity,
Reset, Basis, Principal,
EndMonthRule)
[Price, DirtyPrice, CFlowAmounts, CFlowDates] =
fixedbyzero(RateSpec,
CouponRate, Settle, Maturity,
Name, Value)
[Price, DirtyPrice, CFlowAmounts, CFlowDates] =
computes the price of a fixedrate
note from a set of zero curves. All inputs are either scalars or
fixedbyzero(RateSpec,
CouponRate, Settle, Maturity)NINST
by1
vectors
unless otherwise specified. Any date may be a serial date number or
date character vector. An optional argument may be passed as an empty
matrix []
.
[Price, DirtyPrice, CFlowAmounts, CFlowDates] =
computes the price of a fixedrate note from
a set of zero curves using optional input arguments. All inputs are
either scalars or
fixedbyzero(RateSpec,
CouponRate, Settle, Maturity,
Reset, Basis, Principal,
EndMonthRule)NINST
by1
vectors
unless otherwise specified. Any date may be a serial date number or
date character vector. An optional argument may be passed as an empty
matrix []
.
[Price, DirtyPrice, CFlowAmounts, CFlowDates] =
computes
the price of a fixedrate note from a set of zero curves with additional
options specified by one or more
fixedbyzero(RateSpec,
CouponRate, Settle, Maturity,Name, Value
)Name, Value
pair
arguments.

Structure containing the properties of an interestrate structure.
See 

Decimal annual rate. 

Settlement date. 

Maturity date. 
Enter the following optional inputs using an ordered syntax or as namevalue pair arguments. You cannot mix ordered syntax with namevalue pair arguments.

Default: 

Daycount basis of the instrument. A vector of integers.
For more information, see basis. Default: 

Default: 

Endofmonth rule. A
Default: 
Specify optional commaseparated pairs of Name,Value
arguments.
Name
is the argument
name and Value
is the corresponding
value. Name
must appear
inside single quotes (' '
).
You can specify several name and value pair
arguments in any order as Name1,Value1,...,NameN,ValueN
.

Adjust the cash flows based on the actual period day count. Default: 

Require payment dates to be business dates.
Default: 

Holidays used for business day convention. Default: If no dates are specified, 

A number of instruments ( 

A 

A 

A 
Hull, J. Options, Futures, and Other Derivatives. PrenticeHall, 2011.