error with bndprice command
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Jens Petit-jean
il 27 Mar 2021
Commentato: Jens Petit-jean
il 27 Mar 2021
Hello,
I always got the error 'CouponRate is required for all Bond instruments.' when using the bndprice command and I don't know what is wrong.
A=[0.02:0.005:0.05]
B=zeros(numel(A),2)
for i=1:numel(A)
[intrinsicValue,accruedInterest]=bndprice(0.045,A(i),'01-Mei-2016','30-Jun-2021')
B(i,1)=intrinsicValue
B(i,2)=accruedInterest
end
plot(B(1),B(2))
Thanks in advance
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Walter Roberson
il 27 Mar 2021
Your spelling of May was not being recognized.
A=[0.02:0.005:0.05]
B=zeros(numel(A),2);
for i=1:numel(A)
[intrinsicValue,accruedInterest]=bndprice(0.045,A(i),'01-May-2016','30-Jun-2021');
B(i,1)=intrinsicValue;
B(i,2)=accruedInterest;
end
B
plot(B(:,1),B(:,2))
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