Display instruments
CharTable = instdisp(InstSet)
| Variable containing a collection of instruments. See |
CharTable = instdisp(InstSet)
creates a character array displaying the contents of an instrument
collection, InstSet
. If instdisp
is
called without output arguments, the table is displayed in the Command
Window.
When using instdisp
, a value of NaN
in
one of the columns for an instrument indicates that the default value
for that parameter will be used in the instrument’s pricing
function.
CharTable
is a character array with a table
of instruments in InstSet
. For each instrument
row, the Index
and Type
are
printed along with the field contents. Field headers are printed at
the tops of the columns.
Retrieve the instrument set ExampleInst
from
the data file InstSetExamples.mat
. ExampleInst
contains
three types of instruments: Option
, Futures
,
and TBill
.
load InstSetExamples;
instdisp(ExampleInst)
Index Type Strike Price Opt Contracts 1 Option 95 12.2 Call 0 2 Option 100 9.2 Call 0 3 Option 105 6.8 Call 1000 Index Type Delivery F Contracts 4 Futures 01-Jul-1999 104.4 -1000 Index Type Strike Price Opt Contracts 5 Option 105 7.4 Put -1000 6 Option 95 2.9 Put 0 Index Type Price Maturity Contracts 7 TBill 99 01-Jul-1999 6
Create a swap instrument and use instdisp
to
display the instrument. Notice that value of NaN
in
two columns for this instrument indicates that the default values
for LegReset
and LegType
parameters
will be used in the swap instrument’s pricing function.
LegRate1 = [0.065, 0]; Settle1 = datenum('jan-1-2007'); Maturity1 = datenum('jan-1-2012'); ISet = instswap(LegRate1, Settle1, Maturity1); instdisp(ISet)
Index Type LegRate Settle Maturity LegReset Basis Principal LegType EndMonthRule 1 Swap [0.065 0] 01-Jan-2007 01-Jan-2012 [NaN] 0 100 [NaN] 1
datestr
| instaddfield
| instcbond
| instget
| num2str