MATLAB: Financial Instruments Toolbox Tutorial – Error on Intenvset

Financial Instruments ToolboxintenvsetMATLAB

I'm trying to run through the financial instruments toolbox tutorial for pricing European options. See the link:

http://www.mathworks.com/help/fininst/examples/pricing-european-call-options-using-different-equity-models.html?prodcode=IT&language=en

Everything works until I get to this line of code:

RateSpec = intenvset('Compounding',Compounding,'StartDates', StartDates,...
                     'EndDates', EndDates, 'Rates', Rates,'ValuationDate', ValuationDate);

I get the following error: Undefined function 'intenvset' for input arguments of type 'char'.

QUESTION – Why am I getting this error? I'm literally copying and pasting from the tutorial! Help!

Thanks, Adam

EDIT – I misspoke at first. This is for the financial instruments toolbox, not the financial toolbox.

Best Answer

You may not have the Financial Toolbox installed. Confirm by typing VER:

>> ver

and check if you can see it in the list. If it is present then try:

>> which -all intenvset

what does it say? If nothing comes up you probably don't have it installed.

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% Dummy dates for calculation purpose
StartDates = ['15-Feb-2000'];
EndDates  = ['15-Aug-2000'];
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ValuationDate = ['15-Feb-2000'];
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Compounding_new = 4;
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