intenvget

Properties of interest-rate structure

Syntax

ParameterValue = intenvget(RateSpec,ParameterName)

Description

ParameterValue = intenvget(RateSpec,ParameterName) obtains the value of the named parameter ParameterName extracted from the RateSpec.

Examples

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Extract Values from a `RateSpec`

Open Live Script

Use intenvset to set the interest-rate structure.

RateSpec = intenvset('Rates',0.05,'StartDates',... 
'20-Jan-2000','EndDates','20-Jan-2001')

RateSpec = struct with fields:
           FinObj: 'RateSpec'
      Compounding: 2
             Disc: 0.9518
            Rates: 0.0500
         EndTimes: 2
       StartTimes: 0
         EndDates: 730871
       StartDates: 730505
    ValuationDate: 730505
            Basis: 0
     EndMonthRule: 1

Use intenvget to extract values from the RateSpec.

[R, RateSpec] = intenvget(RateSpec,'Rates')

R = 0.0500

RateSpec = struct with fields:
           FinObj: 'RateSpec'
      Compounding: 2
             Disc: 0.9518
            Rates: 0.0500
         EndTimes: 2
       StartTimes: 0
         EndDates: 730871
       StartDates: 730505
    ValuationDate: 730505
            Basis: 0
     EndMonthRule: 1

Input Arguments

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`RateSpec` — Interest-rate specification
structure

Interest-rate specification, specified by the RateSpec obtained previously from intenvset or toRateSpec for an IRDataCurve or toRateSpec for an IRFunctionCurve.

Data Types: struct

`ParameterName` — Parameter name to be accessed
character vector

Parameter name to be accessed, specified as a character vector. The value of the named parameter is extracted from the structure RateSpec. It is sufficient to type only the leading characters that uniquely identify the parameter. Case is ignored for parameter names.

Data Types: char