error with bndprice command

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Jens Petit-jean
Jens Petit-jean 2021-3-27
评论： Jens Petit-jean 2021-3-27
Hello,
I always got the error 'CouponRate is required for all Bond instruments.' when using the bndprice command and I don't know what is wrong.
A=[0.02:0.005:0.05]
B=zeros(numel(A),2)
for i=1:numel(A)
[intrinsicValue,accruedInterest]=bndprice(0.045,A(i),'01-Mei-2016','30-Jun-2021')
B(i,1)=intrinsicValue
B(i,2)=accruedInterest
end
plot(B(1),B(2))
Thanks in advance

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采纳的回答

Walter Roberson
Walter Roberson 2021-3-27
Ran in:
Your spelling of May was not being recognized.
A=[0.02:0.005:0.05]
A = 1×7
0.0200 0.0250 0.0300 0.0350 0.0400 0.0450 0.0500
B=zeros(numel(A),2);
for i=1:numel(A)
[intrinsicValue,accruedInterest]=bndprice(0.045,A(i),'01-May-2016','30-Jun-2021');
B(i,1)=intrinsicValue;
B(i,2)=accruedInterest;
end
B
B = 7×2
88.5897 0.6703 90.8707 0.8379 93.1516 1.0055 95.4326 1.1731 97.7135 1.3407 99.9945 1.5082 102.2754 1.6758
plot(B(:,1),B(:,2))

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