Effacer les filtres
Effacer les filtres

function itself does not work but each part on its own does

3 vues (au cours des 30 derniers jours)
Mario
Mario le 13 Août 2013
Hi all. I just started programming in MatLab and faced the problem that the following function does not work but running each part on its own surprisingly does. Any help?
function w = we(index, maturity, tenorDate) %weights
helper= cumprod(1./(1+rates(maturity:tenorDate-1)));
nom = helper(index-maturity+1);
denom = cumsum(helper);
w = nom./denom(tenorDate-maturity);
end
whereby:
index = [6 7 8 9 10];
maturity= 6;
tenorDate=11;
rates = [0.0299 0.0366 0.0410 0.0444 0.0475 0.0497 0.0514 0.0522 0.0530 0.0540]'
Thanks a lot
  1 commentaire
Matt J
Matt J le 13 Août 2013
I don't get any error messages when I run the code.

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the cyclist
the cyclist le 13 Août 2013
Modifié(e) : the cyclist le 13 Août 2013
You haven't included rates as an input to the function.
  2 commentaires
Mario
Mario le 13 Août 2013
Modifié(e) : the cyclist le 13 Août 2013
Thank you for the answer. using your answer, why does the following function (which uses the function above) not work?
function F = F_Star(maturity, tenorDate, rates, weights)
F = rates(maturity:tenorDate-1)*weights(maturity:tenorDate-1, maturity, tenorDate, rates);
end
the cyclist
the cyclist le 13 Août 2013
Modifié(e) : the cyclist le 13 Août 2013
Guessing here, but you probably wanted to use " .* " rather than " * " for the multiplication.
In the future, it's best if you write the whole code that you are trying to execute, as well as the full error message you are getting.
Also, it is usually better to open a second question (possibly referring back to the first one), rather than bury a followup question in the comments. More people will see it that way.

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