I was trying to compute the MTM Value of a Swaps Portoflio but i receiving an error using the function hcomputeMTMValue, someone can help me? THANK YOU

>> values = hcomputeMTMValues(swaps,simulationDates,scenarios,Settle,Tenor); Attempt to reference field of non-structure array.

It tells me to use baseOneYearRate and not Tenor, but i don't know what does baseOneYearRate mean. In the Matlab Example "Counterparty Credit Risk and CVA",they use the variable Tenor.

[Geoff Hayes]

Cristina - which version of MATLAB are you using?

[Quack Quack]

Hello, Geoff!

I have the same question concerning the hcomputeMTMValues. Why does a function in the CVA Solution provided by MathWorks (<http://de.mathworks.com/help/fininst/counterparty-credit-risk-and-cva.html>) refer to four arguments, and the description of mine requires five arguments? Because of this I can't run the code... =( Is it a mismatch of the versions used?

When I read the description of hcomputeMTMValues, it makes the matters even worse, I fear the functions in the link above and in the description have different structures...

Would be grateful for any help. Version R2013a I guess