applicationData

Class: numerixCrossAsset

Create and register data with Numerix CROSSASSET Application Data object

Syntax

applicationData(C,Desc,Name,Value)
applicationData(C,Desc,T)
applicationData(C,Desc,S)

Description

applicationData(C,Desc,Name,Value) applicationData creates and registers the data for Numerix® CROSSASSET Application Data object with additional options specified by one or more Name,Value pair arguments. The name-value parameters conform to the Numerix Cross Asset Integration Layer interface and are defined by N1, N2, ..., NN to the values given in V1, V2, ..., VN.

applicationData(C,Desc,T) creates and registers the data for Numerix CROSSASSET Application Data object in table T.

applicationData(C,Desc,S) creates and registers the data in the structure, S. The structure fieldnames represents the property names for the values in each field.

Input Arguments

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Connection object to Numerix CROSSASSET, specified using the numerixCrossAsset constructor.

Description of data, specified as a character vector or cell array of character vectors.

Data Types: char | cell

Table input for data to register for the Numerix CROSSASSET Application Data object, specified using VariableNames.

Data Types: table

Structure input for data to register for the Numerix CROSSASSET Application Data object, specified using the fieldnames.

Data Types: struct

Name-Value Pair Arguments

Specify optional comma-separated pairs of Name,Value arguments. Name is the argument name and Value is the corresponding value. Name must appear inside quotes. You can specify several name and value pair arguments in any order as Name1,Value1,...,NameN,ValueN.

Numerix parameter, specified as Name,Value argument pair.

Example: applicationData(c,'USD_3MLIBOR_CURVE','DATE',dates,'DISCOUNTFACTOR',discountFactors)

Data Types: char | double | logical

Numerix parameter, specified as Name,Value argument pair.

Example: applicationData(c,'USD_3MLIBOR_CURVE','DATE',dates,'DISCOUNTFACTOR',discountFactors)

Data Types: char | double | logical

Attributes

Accesspublic
Staticfalse
Hiddenfalse

To learn about attributes of methods, see Method Attributes (MATLAB).

Examples

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Create a datetime object.

dates = datetime({'18-Feb-2014';'20-May-2014';'18-Jun-2014';'16-Jul-2014';
                   '20-Aug-2014';'17-Sep-2014';'15-Oct-2014';'19-Nov-2014';
                  '17-Dec-2014';'18-Mar-2015';'17-Jun-2015';'16-Sep-2015';
                  '16-Dec-2015';'16-Mar-2016';'15-Jun-2016';'21-Sep-2016';
                  '21-Dec-2016';'15-Mar-2017';'20-Feb-2018';'20-Feb-2019';
                  '20-Feb-2020';'22-Feb-2021';'22-Feb-2022';'21-Feb-2023';
                  '20-Feb-2024';'20-Feb-2025';'20-Feb-2026';'20-Feb-2029';
                  '21-Feb-2034';'22-Feb-2039';'22-Feb-2044';'20-Feb-2054';
                  '20-Feb-2064'});

Create the corresponding vector of discount factors for a 3-month LIBOR curve.

 discountFactors = [1;0.99942;0.999231;0.999037;0.998797;0.998616;0.998385;...
                       0.998122;0.997941;0.997159;0.996157;0.994825;0.993065;...
                       0.99078;0.987889;0.984092;0.979913;0.975459;0.952707;...
                       0.922223;0.888128;0.852291;0.816462;0.781228;0.746677;...
                       0.712892;0.680462;0.592285;0.474003;0.383493;0.312617;...
                       0.213809;0.152345];

Create a Numerix CROSSASSET object.

c = numerixCrossAsset;

Create and register the data with the Numerix CROSSASSET Application Data object.

applicationData(c,'USD_3MLIBOR_CURVE','DATE',dates,'DISCOUNTFACTOR',discountFactors)

Introduced in R2016b