Convert IRDataCurve object to RateSpec


F = toratespec(CurveObj, InpDates)



Interest-rate curve object that is constructed using IRDataCurve.


Vector of input dates using MATLAB® date format. The input dates must be after the settle date.


F = toratespec(CurveObj, InpDates) returns a RateSpec object that is identical to the RateSpec structure created by the Financial Instruments Toolbox™ function intenvset.


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Convert an IRDataCurve Object to a RateSpec

This example shows how to convert an IRDataCurve object to a RateSpec. First, an IRDataCurve object is created using the function IRDataCurve constructor with Dates and Data, then this object is converted to a RateSpec structure using the toRateSpec method.

Data = [2.09 2.47 2.71 3.12 3.43 3.85 4.57 4.58]/100;
Dates = daysadd('25-Jun-2012',[360 2*360 3*360 5*360 7*360 10*360 20*360 30*360],1);
irdc = IRDataCurve('Forward',today,Dates,Data);
toRateSpec(irdc, today+30:30:today+365)
ans = 

           FinObj: 'RateSpec'
      Compounding: 2
             Disc: [12x1 double]
            Rates: [12x1 double]
         EndTimes: [12x1 double]
       StartTimes: [12x1 double]
         EndDates: [12x1 double]
       StartDates: 736375
    ValuationDate: 736375
            Basis: 0
     EndMonthRule: 1

Related Examples

See Also

Introduced in R2008b

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