Deposit
instrument object
Create and price a Deposit
instrument object using this
workflow:
Use fininstrument
to create a Deposit
instrument object.
Use ratecurve
to specify
an interest-rate model for the Deposit
instrument.
Use finpricer
to
specify a Discount
pricing
method for the Deposit
instrument.
For more information on this workflow, see Get Started with Workflows Using Object-Based Framework for Pricing Financial Instruments.
For more information on the available models and pricing methods for a
Deposit
instrument, see Choose Instruments, Models, and Pricers.
creates a DepositObj
= fininstrument(InstrumentType
,'Maturity
',maturity_date,'Rate
',rate_value)Deposit
object by specifying
InstrumentType
and sets the properties for the
required name-value pair arguments Maturity
and
Rate
.
sets optional properties using
additional name-value pairs in addition to the required arguments in the
previous syntax. For example, DepositObj
= fininstrument(___,Name,Value
)DepositObj =
fininstrument("Deposit",'Maturity',datetime(2019,1,30),'Rate',0.027,'Period',2,'Basis',1,'Principal',100,'BusinessDayConvention',"follow",'Name',"deposit_instrument")
creates a Deposit
instrument with an interest rate of
.027 and a maturity of January 30, 2019. You can specify multiple name-value
pair arguments.
cashflows | Computes cash flow for FixedBond , FloatBond ,
Swap , FRA , or Deposit
instrument |