intenvget
Properties of interest-rate structure
Description
obtains the value of the named parameter ParameterValue
= intenvget(RateSpec
,ParameterName
)ParameterName
extracted from the RateSpec
.
Examples
Extract Values from a RateSpec
Use intenvset
to set the interest-rate structure.
RateSpec = intenvset('Rates',0.05,'StartDates',... '20-Jan-2000','EndDates','20-Jan-2001')
RateSpec = struct with fields:
FinObj: 'RateSpec'
Compounding: 2
Disc: 0.9518
Rates: 0.0500
EndTimes: 2
StartTimes: 0
EndDates: 730871
StartDates: 730505
ValuationDate: 730505
Basis: 0
EndMonthRule: 1
Use intenvget
to extract values from the RateSpec
.
[R, RateSpec] = intenvget(RateSpec,'Rates')
R = 0.0500
RateSpec = struct with fields:
FinObj: 'RateSpec'
Compounding: 2
Disc: 0.9518
Rates: 0.0500
EndTimes: 2
StartTimes: 0
EndDates: 730871
StartDates: 730505
ValuationDate: 730505
Basis: 0
EndMonthRule: 1
Input Arguments
RateSpec
— Interest-rate specification
structure
Interest-rate specification, specified by the RateSpec
obtained previously from intenvset
or toRateSpec
for an
IRDataCurve
or toRateSpec
for an
IRFunctionCurve
.
Data Types: struct
ParameterName
— Parameter name to be accessed
character vector
Parameter name to be accessed, specified as a character vector. The value
of the named parameter is extracted from the structure
RateSpec
. It is sufficient to type only the leading
characters that uniquely identify the parameter. Case is ignored for
parameter names.
Data Types: char
Output Arguments
ParameterValue
— Value of the named parameter ParameterName
extracted from RateSpec
scalar
Value of the named parameter 'ParameterName'
extracted
from RateSpec
, returned as a scalar value.
Version History
Introduced before R2006a
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