LIBOR rate model code
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hello i tried to run the code for LIBOT rate model that i take it from this website but it does not work do you know what is the problem??
Settle = datenum('15-Dec-2007');
CurveTimes = [1:5 7 10 20]';
ZeroRates = [.01 .018 .024 .029 .033 .034 .035 .034]';
CurveDates = daysadd(Settle,360*CurveTimes,1);
irdc = IRDataCurve('Zero',Settle,CurveDates,ZeroRates);
LMMVolFunc = @(a,t) (a(1)*t + a(2)).*exp(-a(3)*t) + a(4);
LMMVolParams = [.3 -.02 .7 .14];
numRates = 20;
VolFunc(1:numRates-1) = {@(t) LMMVolFunc(LMMVolParams,t)};
Beta = .08;
CorrFunc = @(i,j,Beta) exp(-Beta*abs(i-j));
Correlation = CorrFunc(meshgrid(1:numRates-1)',meshgrid(1:numRates-1),Beta);
LMM = LiborMarketModel(irdc,VolFunc,Correlation,'Period',1);
thank you
4 commentaires
Walter Roberson
le 23 Nov 2015
What error message is given? And what is the output you get for
which -all IRDataCurve
Réponses (2)
the cyclist
le 24 Nov 2015
That error message seems pretty straightforward. You need to contact whoever is in charge of your MathWorks products license -- maybe that is you -- and have your license renewed.
The person whose name is on the license should have received an email or emails reminding them to renew. Find that email, and contact the salesperson.
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Walter Roberson
le 24 Nov 2015
The message says,
Your license for Fin_Instruments_Toolbox has expired.
Expire date: 18-nov-2015
Most licenses do not expire, but some do. The circumstances that I am aware of under which a license might expire include:
- Trial licenses are limited time
- There are a few different Student Version licenses, one of which is good only for 8 months and then expires
- Licenses obtained through Massive Open Online Course (MOOC) classes are time limited. Sometimes the license term does not properly match the length of the course and it is necessary for the instructor to arrange to renew the licenses
- The Fundamentals of MATLAB online course includes a time-limited MATLAB license (it is currently a quite good discount, take a look if you have been considering taking the course)
- Some university campuses pay for a site license their MATLAB access from year to year, expiring once a year
- Some larger corporations pay for a site license for MATLAB access from year to year, expiring once a year
If your license is an individual license, you will need to arrange with Mathworks to extend the trial or to purchase a new license. If your license is a campus-wide license then you will need to contact the appropriate IT staff to have them renew the license
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