hello i tried to run the code for LIBOT rate model that i take it from this website but it does not work do you know what is the problem??
Settle = datenum('15-Dec-2007');
CurveTimes = [1:5 7 10 20]';
ZeroRates = [.01 .018 .024 .029 .033 .034 .035 .034]';
CurveDates = daysadd(Settle,360*CurveTimes,1);
irdc = IRDataCurve('Zero',Settle,CurveDates,ZeroRates);
LMMVolFunc = @(a,t) (a(1)*t + a(2)).*exp(-a(3)*t) + a(4);
LMMVolParams = [.3 -.02 .7 .14];
numRates = 20;
VolFunc(1:numRates-1) = {@(t) LMMVolFunc(LMMVolParams,t)};
Beta = .08;
CorrFunc = @(i,j,Beta) exp(-Beta*abs(i-j));
Correlation = CorrFunc(meshgrid(1:numRates-1)',meshgrid(1:numRates-1),Beta);
LMM = LiborMarketModel(irdc,VolFunc,Correlation,'Period',1);
thank you

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Walter Roberson
Walter Roberson 2015년 11월 23일
Do you receive an error message?
Are you using R2013a or later, and do you have the Financial Instruments Toolbox installed?
walaa
walaa 2015년 11월 23일
yes, it says there is error in line 6 this line
irdc = IRDataCurve('Zero',Settle,CurveDates,ZeroRates);
my Matlab is R2014a and i have the Financial Instruments Toolbox
What error message is given? And what is the output you get for
which -all IRDataCurve
walaa
walaa 2015년 11월 23일
편집: Walter Roberson 2015년 11월 24일
this is the error massage
Error using IRDataCurve
License checkout failed.
License Manager Error -10
Your license for Fin_Instruments_Toolbox has expired.
Expire date: 18-nov-2015
If you are not using a trial license contact your License Administrator to obtain an updated
passcode.
Otherwise, contact your Sales Representative for a trial extension.
Troubleshoot this issue by visiting:
http://www.mathworks.com/support/lme/R2014a/10
Diagnostic Information:
Feature: Fin_Instruments_Toolbox
License path:
C:\Users\win7\AppData\Roaming\MathWorks\MATLAB\R2014a_licenses\license_win7-PC_351294_R2014a.lic;C:\Users\win7\Desktop\licenses\license.dat;C:\Users\win7\Desktop\licenses\trial_2550850_R2014a.lic
Licensing error: -10,32.
Error in twoAB (line 6)
irdc = IRDataCurve('Zero',Settle,CurveDates,ZeroRates);_
i did not get any output

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답변 (2개)

the cyclist
the cyclist 2015년 11월 24일

0 개 추천

That error message seems pretty straightforward. You need to contact whoever is in charge of your MathWorks products license -- maybe that is you -- and have your license renewed.
The person whose name is on the license should have received an email or emails reminding them to renew. Find that email, and contact the salesperson.
Walter Roberson
Walter Roberson 2015년 11월 24일

0 개 추천

The message says,
Your license for Fin_Instruments_Toolbox has expired.
Expire date: 18-nov-2015
Most licenses do not expire, but some do. The circumstances that I am aware of under which a license might expire include:
  1. Trial licenses are limited time
  2. There are a few different Student Version licenses, one of which is good only for 8 months and then expires
  3. Licenses obtained through Massive Open Online Course (MOOC) classes are time limited. Sometimes the license term does not properly match the length of the course and it is necessary for the instructor to arrange to renew the licenses
  4. The Fundamentals of MATLAB online course includes a time-limited MATLAB license (it is currently a quite good discount, take a look if you have been considering taking the course)
  5. Some university campuses pay for a site license their MATLAB access from year to year, expiring once a year
  6. Some larger corporations pay for a site license for MATLAB access from year to year, expiring once a year
If your license is an individual license, you will need to arrange with Mathworks to extend the trial or to purchase a new license. If your license is a campus-wide license then you will need to contact the appropriate IT staff to have them renew the license

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