intenvget (Financial Derivatives Toolbox)

Obtain properties of an interest term structure

Syntax

ParameterValue = intenvget(RateSpec, 'ParameterName')

Arguments

RateSpec
A structure encapsulating the properties of an interest rate structure. See intenvset for information on creating RateSpec.

ParameterName
String indicating the parameter name to be accessed. The value of the named parameter is extracted from the structure RateSpec. It is sufficient to type only the leading characters that uniquely identify the parameter. Case is ignored for parameter names.

`RateSpec`	A structure encapsulating the properties of an interest rate structure. See `intenvset` for information on creating `RateSpec`.
`ParameterName`	String indicating the parameter name to be accessed. The value of the named parameter is extracted from the structure `RateSpec`. It is sufficient to type only the leading characters that uniquely identify the parameter. Case is ignored for parameter names.

Description

ParameterValue = intenvget(RateSpec,'ParameterName') obtains the value of the named parameter ParameterName extracted from RateSpec.

Examples

Use intenvset to set the interest rate structure.

RateSpec = intenvset('Rates', 0.05, 'StartDates',... 
'20-Jan-2000', 'EndDates', '20-Jan-2001')

Now use intenvget to extract the values from RateSpec.

[R, RateSpec] = intenvget(RateSpec, 'Rates')

R =

    0.0500
RateSpec = 

        FinObj: 'RateSpec'
        Compounding: 2
        Disc: 0.9518
        Rates: 0.0500
        EndTimes: 2
        StartTimes: 0
        EndDates: 730871
        StartDates: 730505
        ValuationDate: 730505
        Basis: 0
        EndMonthRule: 1

See Also

intenvset

insttypes intenvprice