Deposit
Deposit
instrument object
Description
Create and price a Deposit
instrument object for one or
more Deposit instruments using this workflow:
Use
fininstrument
to create aDeposit
instrument object for one or more Deposit instruments.Use
ratecurve
to specify an interest-rate model for theDeposit
instrument object.Use
finpricer
to specify aDiscount
pricing method for one or moreDeposit
instruments.
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.
Creation
Syntax
Description
creates a DepositObj
= fininstrument(InstrumentType
,'Maturity
',maturity_date,'Rate
',rate_value)Deposit
object for one or more Deposit
instruments 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.
Input Arguments
Name-Value Arguments
Output Arguments
Properties
Object Functions
cashflows | Compute cash flow for FixedBond , FloatBond ,
Swap , FRA , STIRFuture ,
OISFuture , OvernightIndexedSwap , or
Deposit instrument |