# toRateSpec

Convert `IRFunctionCurve` object to `RateSpec`

## Syntax

``F = toRateSpec(CurveObj,InpDates)``

## Description

example

````F = toRateSpec(CurveObj,InpDates)` computes `RateSpec` object for input dates for an `IRFunctionCurve` object. The `RateSpec` object that is identical to the `RateSpec` structure created by the function `intenvset`.```

## Examples

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This example shows how to convert an `IRFunctionCurve` object to a `RateSpec`. First, an `IRFunctionCurve` object is created using the function `IRFunctionCurve` constructor, then a `RateSpec` structure is created using the `toRateSpec` method.

```irfc = IRFunctionCurve('Forward',today,@(t) polyval([-0.0001 0.003 0.02],t)); toRateSpec(irfc, today+30:30:today+365)```
```ans = struct with fields: FinObj: 'RateSpec' Compounding: 2 Disc: [12x1 double] Rates: [12x1 double] EndTimes: [12x1 double] StartTimes: [12x1 double] EndDates: [12x1 double] StartDates: 738578 ValuationDate: 738578 Basis: 0 EndMonthRule: 1 ```

## Input Arguments

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Interest-rate curve object, specified by using `IRFunctionCurve`.

Data Types: `object`

Input dates, specified using MATLAB® date format. The input dates must be after the `Settle` date of `IRFunctionCurve`.

Data Types: `double`

## Output Arguments

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Rate spec, returned as an object. The `RateSpec` object that is identical to the `RateSpec` structure created by the function `intenvset`.

Alternatively, you can convert the `RateSpec` object to a `ratecurve` object (see Convert RateSpec to a ratecurve Object) and then use the Financial Instruments Toolbox™ object-based framework for pricing instruments.

## Version History

Introduced in R2008b