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 a 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-10-2000'); 
TimeSpec.Compounding = 2; 
TimeSpec.Basis = 0; 
TimeSpec.EndMonthRule = 1;
TimeSpec = 

    FinObj: 'HJMTimeSpec'

Example 2.

Convert an existing MATLAB structure into a financial structure.

TSpec.ValuationDate = datenum('Dec-10-1999'); 
TSpec.Maturity = datenum('Dec-10-2000'); 
TSpec.Compounding = 2; 
TSpec.Basis = 0; 
TSpec.EndMonthRule = 0; 
TimeSpec = classfin(TSpec, 'HJMTimeSpec')
 
TimeSpec = 

    ValuationDate: 730464
         Maturity: 730830
      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