Future prices of Treasury bonds given spot price
[
computes future prices of Treasury notes and bonds given the spot price.QtdFutPrice
,AccrInt
] = tfutbyprice(SpotCurve
,Price
,SettleFut
,MatFut
,ConvFactor
,CouponRate
,Maturity
)
In addition, you can use the Financial Instruments Toolbox™ method getZeroRates
for an
IRDataCurve
object with a Dates
property
to create a vector of dates and data acceptable for tfutbyprice
.
For more information, see Converting an IRDataCurve or IRFunctionCurve Object.
[
specifies options using one or more optional arguments in addition to the input
arguments in the previous syntax.QtdFutPrice
,AccrInt
] = tfutbyprice(___,Interpolation
)