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Properties of interest-rate structure


ParameterValue = intenvget(RateSpec,'ParameterName')



A structure containing the properties of an interest-rate structure. See intenvset for information on creating RateSpec.


Character vector 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 =

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

Related Examples

See Also

Introduced before R2006a

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