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Financial Derivatives Toolbox

Financial Toolbox:

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classfin

:

:

Obj = classfin(ClassName)
Obj = classfin(Struct, ClassName)
ClassName = classfin(Obj)

:

  • ClassName - ,
  • Struct - MATLAB,
  • Obj -

:

classfin:

Obj = classfin(ClassName) 
Obj = classfin(Struct, ClassName)       ClassName. 
ClassName = classfin(Obj)   ,      

:

1. HJMTimeSpec . ( , hjmtimespec HJMTimeSpec). :

TimeSpec = classfin('HJMTimeSpec');
TimeSpec.ValuationDate = datenum('Dec-10-1999');
TimeSpec.Maturity = datenum('Dec-10-2002');
TimeSpec.Compounding = 2;
TimeSpec.Basis = 0;
TimeSpec.EndMonthRule = 1;

:

2. MATLAB . :

TSpec.ValuationDate = datenum('Dec-10-1999');
TSpec.Maturity = datenum('Dec-10-2002');
TSpec.Compounding = 2;
TSpec.Basis = 0;
TSpec.EndMonthRule = 0;
TimeSpec = classfin(TSpec, 'HJMTimeSpec')

:

3.

:

load deriv.mat
ClassName = classfin(HJMTree)

:

. : isafin.

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