SOS: How to use datenum for a vector ??

today = datenum('20110609','yyyymmdd'); 
today =
734663

D = 20110609;
d = datenum('D','yyyymmdd')
d =
734504

Why cannot the above code work ???????????????????

d1 = datenum('20110610','yyyymmdd');
d2 = datenum('20110716','yyyymmdd');
d2-d1 % it gives me 36, number of days between these two dates

HOWEVER, if I have a vector of time D(N,1), N is more than 100 K.

It looks like this: (and not sorted)

maturity = 
[20110618
20110619
20110716
20110718
20110719
20111217
...];

And I wanna to get a vector of tenor, from the date in the vector to today's date: 20110610.

How may I do that? Obviously I cannot type them in...

Any experts, plz help! Thx in advance!

Answer 1

[Fangjun Jiang]

a=[20110711 20110712 20110712]; 
b=datenum(arrayfun(@num2str,a,'un',0),'yyyymmdd');
tenor=b-datenum('20110610','yyyymmdd')

[Zoe]

Thx a lot, and I also read the other reply of yours.

And u r right, I honestly know little about date types, 555...

[Walter Roberson]

you don't need the arrayfun() if you pass a column vector of numbers to num2str()

[Fangjun Jiang]

Great. Thanks Walter.

@Zoe, follow Wlater's improvement

a=[20110711 20110712 20110712];

tenor=datenum(num2str(a'),'yyyymmdd')-datenum('20110610','yyyymmdd');

What does "tenor" mean?

[Zoe]

days to maturity (expiration - current)

It's a term used in derivative contract.

Thx~

Answer 2

[Walter Roberson]

datenum('D') attempts to convert the string "D" to a date. With all the various default values that are applied when fields are missing, it comes out as being Jan 1 of the current year.

datenum(D) would use the value of the variable D. However, it is not valid to pass a scalar integer to datenum() to be converted.

datenum(cellstr(num2str(maturity)),'YYMMDD') would do your entire vector.

[Zoe]

Thanks a lot :)

[Fangjun Jiang]

It reminds me the cellstr() function. Thanks!