Financial Toolbox For Use with MATLAB Computation Visualization Programming phần 10 doc

... Contrast with European option. Amortization - Reduction in value of an asset over some period for accounting purposes. Generally used with int angible assets. Depreciation is the term used with fixed ... commodity for a specified price within a specified time. See Put. b. A demand to submit bonds to the issuer for redemption before the maturity date. c. A demand for payment of a...

Ngày tải lên: 12/08/2014, 17:20

... compounding frequency per year used for annualizing the input forward rates in fr. Allowed values are the same as for ocomp. Default = ocomp. ibasis Input day-count basis used for annualizing the forward rates ... 40% for INTC, 10% for XON, and 50% for RD satisfy the constraints. See Also pcalims, pcglims, pcpval, portcons, portopt Group Min. Exposure Max. Exposure North America...

Ngày tải lên: 12/08/2014, 17:20

... 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 and 6789.01. Financial Charts The toolbox financial ... = blsprice (100 , 95, 0 .10, 0.25, 0.50, 0); [callval, putval] = blsdelta (100 , 95, 0 .10, 0.25, 0.50, 0); gammaval = blsgamma (100 , 95, 0 .10, 0.25, 0.50, 0)...

Ngày tải lên: 12/08/2014, 16:22

... bdtbond 101 .9512 101 .4677 101 .0000 101 .0000 101 .0000 100 .9348 100 .0000 NaN NaN 101 .0000 101 .0000 101 .0000 100 .7429 100 .0000 NaN NaN NaN 100 .6019 100 .7397 100 .5060 100 .0000 NaN NaN NaN NaN 100 .0978 100 .2139 ... op) Arguments hi High prices for a security. An N-by-1 vector. lo Low prices for a security. An N-by-1 vector. cl Closing prices for a security...

Ngày tải lên: 12/08/2014, 16:22

... Specifies which date format to use. Enter as an integer from 0 to 16. If no dateform argument is entered, this function determines the date format based on the span of the axis limits. For example, if ... specified. For example, given a pair of bonds with the characteristics: Settle = str2mat('30-May-1992',&apos ;10- Dec-1992') Maturity = str2mat('30-Nov-1997',...

Ngày tải lên: 12/08/2014, 17:20

... Values portvrisk 2-195 This example computes ValueAtRisk with actual values. PortReturn = [0.29 /100 ;0.30 /100 ]; PortRisk = [3.08 /100 ;3.15 /100 ]; RiskThreshold = 0 .10; PortValue = [100 0000000;500000000]; ValueAtRisk ... compounding frequency per year used for annualizing the input par rates in pr. Allowed values are the same as for ocomp.Default=ocomp. ibasis Input day-count bas...

Ngày tải lên: 12/08/2014, 17:20

... 99.875; 105 .75 ; 96.875; 103 .625; 101 .125; 103 .125; 99.375; 101 .0 ; 101 .25 ; 96.375; 102 .75 ]; sd = datenum('12/18/1997'); Set semi-annual compounding for the zero curve, on an ... Thu 6 Fri 7 Sat Note: This function now ships with basic MATLAB. It originally shipped only with the Financial Toolbox, and this description remains here for your conve...

Ngày tải lên: 12/08/2014, 17:20

... mutator uses a helper but the accessor does not. Finally, the case for LineHandle uses the standard direct- link syntax. 97 % NOP 98 otherwise 99 rethrow(err); 100 end 101 end 102 end 103 end 104 105 ... deal(parent{:}); 103 end 104 end 105 106 % error checking 107 if ~found 108 error(&apos ;MATLAB: nonExistentField', 109 'Reference to non-existent field identifier %s...

Ngày tải lên: 09/08/2014, 12:22

... shape object with a double changes the shape’s size. Multiplication of a cShapeArray container with a double changes the size of every shape in the container. MATLAB uses two operators for multiplication. ... pass-by-reference is good for handle graphics, perhaps it is also good for object-oriented programming. The biggest difference between handle graphics and our group-of-eigh...

Ngày tải lên: 09/08/2014, 12:22

... 71, 74, 79, 91, 99, 101 , 102 , 110, 111, 118, 160, 198, 235, 272, 281, 313, 332, 333, 349 subsref, 48, 49, 50, 51, 53, 61, 62, 63, 65, 69, 70, 71, 74, 79, 91, 99, 101 , 102 , 110, 111, 118, 160, ... @whos; C911X_C022.fm Page 331 Friday, March 2, 2007 10: 29 AM 352 A Guide to MATLAB Object-Oriented Programming dot-reference operator, 50, 55, 63, 64, 66, 102 , 110, 120, 172,...

Ngày tải lên: 09/08/2014, 12:22