Financial Toolbox For Use with MATLAB Computation Visualization Programming phần 7 docx

... 0.0541 0.0529 cd = 72 970 0 72 973 5 72 977 0 72 979 1 72 9818 72 98 47 72 9 875 72 9931 73 0002 73 0 071 (For readability, fr and zr are shown here only to the basis point. However, MATLAB computed them ... holidays('jan 1 19 97& apos;, 'jun 23 19 97& apos;) returns h = 72 9391 72 9438 72 9 477 72 9536 which are the s erial date numbers for 01-...

Ngày tải lên: 12/08/2014, 17:20

... 0.0624 0. 076 7 0.0920 0.1100 0.1 378 0. 171 6 PortReturn = 0.1 279 0.1361 0.1442 0.1524 0.1605 0.16 87 0. 176 8 0.1850 PortWts = 0 .70 00 0.2582 0.0418 0.6031 0.3244 0. 072 5 0.4864 0. 370 8 0.1428 ... fraction Understanding the Financial Toolbox 1-31 MATLAB bank format uses two decimal places, no dollar sign, and a minus sign for neg ative numbers ; e.g., −123.45...

Ngày tải lên: 12/08/2014, 16:22

... Basis) CFlowAmounts = –0 .76 67 1.5000 1.5000 1.5000 1.5000 101.5000 –1.8989 2.5000 2.5000 2.5000 102.5000 NaN CFlowDates = 72 8234 72 8 278 72 8368 72 8460 72 8552 72 8643 72 8234 72 8 278 72 8460 72 8643 72 8825 NaN TFactors ... 13. bdttrans 2-29 ConvertthePricetreetoaCleanPricetree. PriceTree = Values: [6x7 double] Times: [0 0.5000 1 1.5000 2 2.5000 3] Dates: [72 9221 72 93...

Ngày tải lên: 12/08/2014, 16:22

... ['30-Sep-19 97& apos;; '31-Oct-1998'; '30-Nov-1998']; CFlowDates = cfdates('14-Mar-19 97& apos;, Maturity) CFlowDates = 72 9480 72 9663 NaN NaN 72 9510 72 9694 72 9 875 73 0059 72 9541 72 972 4 ... Mar 19 97& apos;, '30 Nov 1998', 2, 0, 1) CFlowDates = 72 9541 72 972 4 72 9906 73 0089 datestr(CFlowDates) ans = 31-May-19 97 30-Nov-19 97...

Ngày tải lên: 12/08/2014, 17:20

... 0.0535 0.0530 cd = 72 970 0 72 973 5 72 977 0 72 979 1 72 9818 72 98 47 72 9 875 72 9931 73 0002 73 0 071 (For readability, pr and zr are shown only to the basis point. However, MATLAB computed them ... 0.2626 0.2365 0.0821 0.1599 –0. 179 6 0.0054 0.6126 0.1 072 0. 171 9 –0.0669 0.1913 0.1518 –0.0843 0.0442 0.0112 0. 270 9 0.1501 0.0409 0.1683 0.1932 0.1485...

Ngày tải lên: 12/08/2014, 17:20

... -1.29e-006 Hessian modified 16 114 577 .858 -0. 070 77 1 -1.29e-0 07 Hessian modified 17 120 577 .858 -0. 070 81 1 -1.97e-0 07 Hessian modified 18 1 27 577 .858 -0. 070 79 0.5 -1.32e-008 Hessian modified ... -0.033 17 0.5 -29.8 6 49 583.224 -0.0 275 6 0.5 -31.8 7 57 582.9 47 -0.020 67 0.25 -7. 28 8 63 578 .182 0 1 -2.43 9 71 578 .138 -0.09145 0.25 -0.55 10 77 577...

Ngày tải lên: 12/08/2014, 17:20

... 13-639014-5. zero2disc 2-2 67 which returns the discount curve dr at the maturity dates cd: dr = 0.9996 0.99 47 0.9896 0.9866 0.9826 0. 978 7 0. 974 5 0.9665 0.9552 0.9466 cd = 72 970 0 72 973 5 72 977 0 72 979 1 72 9818 ... 2-33 blsdelta 1- 47, 1 -77 , 1 -78 , 1-82, 1-85, 2-35 blsgamma 1- 47, 1 -78 , 1-82, 1-85, 2-36 blsimpv 2- 37 blslambda 1- 47, 2-38 blsprice 1- 47,...

Ngày tải lên: 12/08/2014, 17:20

... Helper Functions 215 72 else 73 forward_index = index; 74 end 75 76 if nargout == 0 77 varargout = cell(size(this)); 78 else 79 varargout = cell(1, nargout); 80 end 81 82 for parent_name = parent_list' ... end 66 end 67 68 % parent forwarding block 69 if ~found 70 if called_by_name 71 forward_index = index(1).subs; C911X_C016.fm Page 214 Friday, March 30, 20 07 11:42 AM 2...

Ngày tải lên: 09/08/2014, 12:22

... Display formatted message Write formatted data to a string Interactive input Prompt for user input Invoke keyboard from M-file Wait for user response Create user interface menu Create user ... M-files for keyword Help on MATLAB command syntax Open MathWorks technical support web page Run demonstrations MATLAB, Simulink, and toolbox version information MATLAB versio...

Ngày tải lên: 12/08/2014, 21:20

... and Pledge For Use with Letter of Credit The signer(s) certifies that he/she is authorized to execute this Credit Application on behalf of the Applicant named below, and that all information ... Applicant FOR PARTNERSHIPS, ALL GENERAL PARTNERS. FOR SOLE PROPRIETORS, THE OWNER(S). FOR LIMITED LIABILITY COMPANIES, ALL MEMBERS, MANAGERS OR THOSE AUTHORIZED IN THE OPERATING AGREEMEN...

Ngày tải lên: 20/12/2013, 17:15