Financial Derivatives Toolbox

classfin

Create financial structure or return financial structure class name

Syntax

• Obj = classfin(ClassName) 
  Obj = classfin(Struct, ClassName) 
  ClassName = classfin(Obj)
  

Arguments

ClassName	String containing name of financial structure class.
Struct	MATLAB structure to be converted into a financial structure.
Obj	Name of a financial structure.

Description

Obj = classfin(ClassName) and Obj = classfin(Struct, ClassName) create a financial structure of class ClassName.

ClassName = classfin(Obj) returns a string containing a financial structure's class name.

Examples

Example 1.

Create an HJMTimeSpec financial structure and complete its fields. (Typically, the function hjmtimespec is used to create HJMTimeSpec structures).

• TimeSpec = classfin('HJMTimeSpec'); 
  TimeSpec.ValuationDate = datenum('Dec-10-1999'); 
  TimeSpec.Maturity = datenum('Dec-10-2002'); 
  TimeSpec.Compounding = 2; 
  TimeSpec.Basis = 0; 
  TimeSpec.EndMonthRule = 1;
  TimeSpec = 
  
             FinObj: 'HJMTimeSpec'
      ValuationDate: 730464
           Maturity: 731560
        Compounding: 2
              Basis: 0
       EndMonthRule: 1
  

Example 2.

Convert an existing MATLAB structure into a financial structure.

• TSpec.ValuationDate = datenum('Dec-10-1999'); 
  TSpec.Maturity = datenum('Dec-10-2002'); 
  TSpec.Compounding = 2; 
  TSpec.Basis = 0; 
  TSpec.EndMonthRule = 0; 
  TimeSpec = classfin(TSpec, 'HJMTimeSpec')
   
  TimeSpec = 
  
      ValuationDate: 730464
           Maturity: 731560
        Compounding: 2
              Basis: 0
       EndMonthRule: 0
             FinObj: 'HJMTimeSpec'
  

Example 3.

Obtain a financial structure's class name.

• load deriv.mat 
  ClassName = classfin(HJMTree)
  ClassName =
  
  HJMFwdTree
  

See Also

isafin

cfbyzero

date2time