Credit risk Modeling webinar

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Carmine 2014-11-21

Hi all,

I'm studying the webinar on Credit Risk Modeling

(<http://it.mathworks.com/videos/credit-risk-modeling-with-matlab-81728.html?form_seq=conf1092&confirmation_page=&wfsid=6006045&nocookie=true>)

but when I try to run the "m-file" attached to the post, math give the following error:

Error using instargbondmod (line 119) Settle must be less than Maturity for all Bonds.

Error in cfamounts (line 284) [CouponRate, Settle, Maturity, Period, Basis, EndMonthRule, ...

Error in prbyzero (line 54) [CFlowAmounts, CFlowDates] = cfamounts(CpnRate, Settle, Maturity, ...

I don't understand why.

Could you help me?

Thanks

Carmine

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