instdisp - Display instruments

Syntax

Arguments

InstSet

Variable containing a collection of instruments. See instaddfield for examples on constructing the variable.

Description

CharTable = instdisp(InstSet) creates a character array displaying the contents of an instrument collection, InstSet. If instdisp is called without output arguments, the table is displayed in the Command Window.

Note   When using instdisp, a value of NaN in one of the columns for an instrument indicates that the default value for that parameter will be used in the instrument's pricing function.

CharTable is a character array with a table of instruments in InstSet. For each instrument row, the Index and Type are printed along with the field contents. Field headers are printed at the tops of the columns.

Examples

Retrieve the instrument set ExampleInst from the data file InstSetExamples.mat. ExampleInst contains three types of instruments: Option, Futures, and TBill.

load InstSetExamples; 
instdisp(ExampleInst)

Index Type   Strike Price Opt  Contracts
1     Option  95    12.2  Call     0     
2     Option 100     9.2  Call     0     
3     Option 105     6.8  Call  1000    
 
Index Type    Delivery       F     Contracts
4     Futures 01-Jul-1999    104.4 -1000   
  
Index Type   Strike Price Opt  Contracts
5     Option 105      7.4 Put  -1000     
6     Option  95      2.9 Put      0    
 
Index Type Price Maturity       Contracts
7     TBill 99    01-Jul-1999   6      

Create a swap instrument and use instdisp to display the instrument. Notice that value of NaN in two columns for this instrument indicates that the default values for LegReset and LegType parameters will be used in the swap instrument's pricing function.

LegRate1 = [0.065, 0];
Settle1 = datenum('jan-1-2007');
Maturity1 = datenum('jan-1-2012');

ISet = instswap(LegRate1, Settle1, Maturity1);
instdisp(ISet)

Index Type LegRate    Settle        Maturity     LegReset Basis Principal LegType EndMonthRule
1     Swap [0.065  0] 01-Jan-2007   01-Jan-2012  [NaN]    0     100       [NaN]   1          

See Also

datestr | instaddfield | instget | num2str

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