bnddury function / Financial toolbox
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Aleksandar
on 20 Oct 2013
Answered: Image Analyst
on 20 Oct 2013
If I set the following: Yield=0.11245;CouponRate=0.175;Settle='04-Apr-12';Maturity='04-Oct-13';Period=12;Basis=0;... EndMonthRule=1;IssueDate='04-Apr-12';FirstCouponDate='04-Oct-13';LastCouponDate='04-Oct-13';... StartDate='04-Apr-12';Face=10654.48;
[ModDuration, YearDuration, PerDuration] = bnddury(Yield,CouponRate, Settle, Maturity,... Period, Basis, EndMonthRule,IssueDate,FirstCouponDate,LastCouponDate,StartDate,Face)
I get the following answer (quote): ??? Undefined function or variable "CFMQDates".
Error in ==> cfamounts at 739 CFMask = CFMQDates(Ind,:) <= Settle(Ind, ones(1,size(CFMQDates,2)));
Error in ==> bnddury at 187 [CFlowAmounts, ~, TFactors] = cfamounts(CouponRate, Settle, Maturity, varargin{:});
Error in ==> MyDurr at 28 [ModDuration, YearDuration, PerDuration] = bnddury(Yield,CouponRate, Settle, Maturity,...
(unquote)
If I set Period=0 than it is okay. What is the problem there? Can it be debugged (try and catch possibly)?
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Image Analyst
on 20 Oct 2013
Well it looks like CFMQDates has not been assigned to anything before you attempt to use it. Of course it can be debugged. Set a breakpoint and then use F10 to step on/over lines/functions and F11 to step inside functions. For more debugging help, go here: http://blogs.mathworks.com/videos/2012/07/03/debugging-in-matlab/
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