Excel Link

Example 5: Bond Cash Flow and Time Mapping

Example 5 illustrates the use of the MATLAB Financial Toolbox and Excel Link to compute a set of cash flow amounts and dates given a portfolio of five bonds whose maturity dates and coupon rates are known.

Click the Sheet6 tab on ExliSamp.xls to try this example.

Make A18 the active cell. Press F2, then Enter to execute the Excel Link function that transfers the column vector Maturity to MATLAB. Make A19 the active cell to transfer the column vector Coupon Rate to MATLAB. Make A20 the active cell to transfer the settlement date to MATLAB. Execute the functions in cells A23 and A24 to use the Financial Toolbox to compute cash flow amounts and dates. Now execute the functions in cells A27 through A29 to transform the dates into string form contained in a cell array. Execute the functions in cells A32 through A34 to transfer the data to Excel.

Finally, execute the function in cell A37 to display a MATLAB plot of the cash flows for each portfolio item.

Example 4: Calculating and Plotting the Efficient Frontier of Financial Portfolios

Function Reference