This is machine translation

Translated by Microsoft
Mouseover text to see original. Click the button below to return to the English version of the page.

Note: This page has been translated by MathWorks. Click here to see
To view all translated materials including this page, select Country from the country navigator on the bottom of this page.


Convert IRDataCurve object to RateSpec


F = toratespec(CurveObj,InpDates)



Interest-rate curve object that is constructed using IRDataCurve.


Vector of input dates using MATLAB® date format. The input dates must be after the settle date.


F = toratespec(CurveObj,InpDates) returns a RateSpec object that is identical to the RateSpec structure created by the Financial Instruments Toolbox™ function intenvset.


collapse all

This example shows how to convert an IRDataCurve object to a RateSpec. First, an IRDataCurve object is created using the function IRDataCurve constructor with Dates and Data, then this object is converted to a RateSpec structure using the toRateSpec method.

CurveSettle = datenum('2-Mar-2016');
Data = [2.09 2.47 2.71 3.12 3.43 3.85 4.57 4.58]/100;
Dates = datemnth(CurveSettle,12*[1 2 3 5 7 10 20 30]);
irdc = IRDataCurve('Forward',CurveSettle,Dates,Data);
toRateSpec(irdc, CurveSettle+30:30:CurveSettle+365)
ans = struct with fields:
           FinObj: 'RateSpec'
      Compounding: 2
             Disc: [12x1 double]
            Rates: [12x1 double]
         EndTimes: [12x1 double]
       StartTimes: [12x1 double]
         EndDates: [12x1 double]
       StartDates: 736391
    ValuationDate: 736391
            Basis: 0
     EndMonthRule: 1

Introduced in R2008b