How to value swaps in MATLAB?

I need to value 1000 swaps. Are there any inbuilt functions that can help me do that quickly?

2 件のコメント

Walter Roberson
Walter Roberson 2012 年 7 月 9 日
I am not familiar with swaps myself, but the following suggests there are at least some available functions. Possibly the Financial Toolbox would be required ?
Punar
Punar 2012 年 7 月 9 日
編集済み: Punar 2012 年 7 月 9 日
Hi Walter,
The question you are referring to was posted by me. There are functions in various toolboxes which value swaps but the problem I am facing is that I cannot value 1000 swaps in one go. The functions I have found value only one or two swaps at a time. So, I have to use 'For' loop which makes the code very very slow. Its possible that I am not being able to use the functions properly. Is there a way that I can avoid the loop and value the swaps in one call of a function('swapbyzero' or any other) ?

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