applicationData

Class: numerixCrossAsset

Create and register data with Numerix CROSSASSET Application Data object

Syntax

applicationData(C,Desc,Name,Value)
applicationData(C,Desc,T)
applicationData(C,Desc,S)


Description

applicationData(C,Desc,Name,Value) applicationData creates and registers the data for Numerix^® CROSSASSET Application Data object with additional options specified by one or more Name,Value pair arguments. The name-value parameters conform to the Numerix Cross Asset Integration Layer interface and are defined by N1, N2, ..., NN to the values given in V1, V2, ..., VN.

applicationData(C,Desc,T) creates and registers the data for Numerix CROSSASSET Application Data object in table T.

applicationData(C,Desc,S) creates and registers the data in the structure, S. The structure fieldnames represents the property names for the values in each field.

Input Arguments

C — Connection object to Numerix CROSSASSET

object

Connection object to Numerix CROSSASSET, specified using the numerixCrossAsset constructor.

Desc — Description of data

character vector or cell array of character vectors

Description of data, specified as a character vector or cell array of character vectors.

Data Types: char | cell

T — Table input

table VariableNames represents the property names for values in the corresponding column

Table input for data to register for the Numerix CROSSASSET Application Data object, specified using VariableNames.

Data Types: table

S — Structure input

structure fieldnames represents the property names for the values in each field

Structure input for data to register for the Numerix CROSSASSET Application Data object, specified using the fieldnames.

Data Types: struct

Name-Value Arguments

Specify optional pairs of arguments as Name1=Value1,...,NameN=ValueN, where Name is the argument name and Value is the corresponding value. Name-value arguments must appear after other arguments, but the order of the pairs does not matter.

Before R2021a, use commas to separate each name and value, and enclose Name in quotes.

N1 — Numerix name-value parameter

name-value parameter defined by Numerix

Numerix parameter, specified as Name,Value argument pair.

Example: applicationData(c,'USD_3MLIBOR_CURVE','DATE',dates,'DISCOUNTFACTOR',discountFactors)

Data Types: char | double | logical

N2 — Numerix name-value parameters

name-value parameter defined by Numerix

Numerix parameter, specified as Name,Value argument pair.

Example: applicationData(c,'USD_3MLIBOR_CURVE','DATE',dates,'DISCOUNTFACTOR',discountFactors)

Data Types: char | double | logical

Attributes

Access	public
Static	false
Hidden	false

To learn about attributes of methods, see Method Attributes.

Examples

Create a Numerix CROSSASSET Application Data Object

Create a datetime object.

dates = datetime({'18-Feb-2014';'20-May-2014';'18-Jun-2014';'16-Jul-2014';
                   '20-Aug-2014';'17-Sep-2014';'15-Oct-2014';'19-Nov-2014';
                  '17-Dec-2014';'18-Mar-2015';'17-Jun-2015';'16-Sep-2015';
                  '16-Dec-2015';'16-Mar-2016';'15-Jun-2016';'21-Sep-2016';
                  '21-Dec-2016';'15-Mar-2017';'20-Feb-2018';'20-Feb-2019';
                  '20-Feb-2020';'22-Feb-2021';'22-Feb-2022';'21-Feb-2023';
                  '20-Feb-2024';'20-Feb-2025';'20-Feb-2026';'20-Feb-2029';
                  '21-Feb-2034';'22-Feb-2039';'22-Feb-2044';'20-Feb-2054';
                  '20-Feb-2064'});

Create the corresponding vector of discount factors for a 3-month LIBOR curve.

 discountFactors = [1;0.99942;0.999231;0.999037;0.998797;0.998616;0.998385;...
                       0.998122;0.997941;0.997159;0.996157;0.994825;0.993065;...
                       0.99078;0.987889;0.984092;0.979913;0.975459;0.952707;...
                       0.922223;0.888128;0.852291;0.816462;0.781228;0.746677;...
                       0.712892;0.680462;0.592285;0.474003;0.383493;0.312617;...
                       0.213809;0.152345];

Create a Numerix CROSSASSET object.

c = numerixCrossAsset;

Create and register the data with the Numerix CROSSASSET Application Data object.

applicationData(c,'USD_3MLIBOR_CURVE','DATE',dates,'DISCOUNTFACTOR',discountFactors)

Version History

Introduced in R2016b