IID PRICER

Version 1.0.0.0 (33.3 KB) by PIRES
Our Pricer realizes the calculation of the price and the rate of Zero Coupon indexed by inflation.
4.0
(1)
657 Downloads
Updated 12 Apr 2013

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Our Pricer realizes the calculation of the price and the rate of Zero Coupon indexed by inflation.

The pricer uses variables stored in an Excel file. The user can modify the maturity as well as the contract rate and the nominal price.

The resultat gives us a curve of the nominal and real price of Zero Coupon indexed by inflation Swap. Furthermore it calculated the difference of price between the fixed and floating part of the contract Zero Coupon.

Cite As

PIRES (2025). IID PRICER (https://se.mathworks.com/matlabcentral/fileexchange/41261-iid-pricer), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2009a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
Find more on Financial Toolbox in Help Center and MATLAB Answers
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IID PRICER/

Version Published Release Notes
1.0.0.0