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Errors using financial toolbox Posted by TomHagenaars on 9 Apr 2012 at 6:27 AM
Hi,

I used Matlab when I was in college. haven't worked with Matlab since I started working in 2006. I am now trying to incorporate it in my daily work. I am using the following toolboxes:
-financial toolbox
-fixed income toolbox
-financial derivatives toolbox

Can you please help me with the following questions?

1-It appears as if Matlab is executing certain formula’s in order to determine if certain prerequisites are met. How can I tell what verification formula’s will be run (so I can determine if all relevant paramenters are defined)?
2-Can you guys help me define my parameters in a way that all prerequisites are met (e.g. settle<maturity)

3-Error 1: As I understand it, the instargbondmod function checks for:
if any(Settle > Maturity)
error(...)
end
However, the error report states: “Maturity is required for all Bond instruments.” How do I solve this?

4- How can I tell what is the cause of these errors? And how can I solve them?
Error in date2time (line 105)
Tsemi = semitimes(Settle, Dates, 0, Basis, EndMonthRule);

Error in intenvset (line 564)
RateSpec.EndTimes = date2time(RateSpec.ValuationDate,RateSpec.EndDates, ...

Error in BlackScholes (line 48)
RateSpec = intenvset('Compounding',1,'Rates', InterestRates,...

Attachment: BlackScholes.pdf (34195 Bytes | downloaded 60 times)



 

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