pyield.m

Matlab codes for financial models

settle     = '19-Mar-2000';
maturity   = '15-Jun-2015'; 
face       = 1000;
couponRate = 0.05;
yields = 0.01:0.01:0.20;
[cleanPrices , accrInt] = bndprice(yields, couponRate, settle, ...,
   maturity, 2, 0, [] , [] , [] , [], [] , face);
plot(yields, cleanPrices+accrInt);