How to value swaps in MATLAB?

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Punar
Punar on 9 Jul 2012
I need to value 1000 swaps. Are there any inbuilt functions that can help me do that quickly?
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Walter Roberson
Walter Roberson on 9 Jul 2012
I am not familiar with swaps myself, but the following suggests there are at least some available functions. Possibly the Financial Toolbox would be required ?
http://www.mathworks.co.uk/matlabcentral/answers/42803-problem-valuing-multiple-swaps-using-the-function-swapbyzero
Punar
Punar on 9 Jul 2012
Edited: Punar on 9 Jul 2012
Hi Walter,
The question you are referring to was posted by me. There are functions in various toolboxes which value swaps but the problem I am facing is that I cannot value 1000 swaps in one go. The functions I have found value only one or two swaps at a time. So, I have to use 'For' loop which makes the code very very slow. Its possible that I am not being able to use the functions properly. Is there a way that I can avoid the loop and value the swaps in one call of a function('swapbyzero' or any other) ?

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