MATLAB: How to select specific rows to plot them

plot date dada finance

I have a vector of dates (full_dates(Nx1)) and a matrix of interest rates (full_interest(NxM)). I want to plot interest rates from specifics dates. How do I do this?

I tried:

dates2plot=datetime(['10-Jul-2017';'23-Sep-2009';'26-May-2017'])
interest2plot=full_interest(full_dates==dates2plot,:)
plot(interest2plot)

But it works when I use only one date.

I'm learning matlab now, so it may be a trivial question. Can anyone help?

Best Answer

interest2plot=full_interest(ismember(full_dates,dates2plot),:)

Related Solutions

MATLAB: How to convert interest rates from one day count and frequency to another using Financial Derivatives Toolbox 5.2 (R2008a)

You can convert interest rates from one day count to another and from one frequency to another as below. The code first converts the given interest rate to a discount factor, and then uses the discount factor to convert to interest rate. During each conversion we specify different day count and frequency.

% Dummy dates for calculation purpose
StartDates = ['15-Feb-2000'];
EndDates  = ['15-Aug-2000'];
% Specify Frequency and Date Basis for Old Interest Rate
Compounding_old = 2;
ValuationDate = ['15-Feb-2000'];
Rates_old = [0.05];
Basis_old = 1; % 30/360 (SIA)
% Obtain Discount Factor
Disc = rate2disc(Compounding_old, Rates_old, EndDates, StartDates, ValuationDate, Basis_old);
% Specify Frequence and Date Basis for New Interest Rate
Compounding_new = 4;
Basis_new = 2; % For actual/360
% Obtain New Interest Rate
Rates_new = disc2rate(Compounding_new, Disc, EndDates, StartDates, ValuationDate, Basis_new)

MATLAB: What does the first cash flow value signify when I calculate the cash flows for a bond using cfamounts function in Financial Toolbox 4.1 (R2011b)

The values mentioned in the first cash flows (the first lines in each of the respective results above) are accrued interests. When buying a bond between coupon dates (cash flow dates), you have to pay for the fraction of the coupon that is proportional to the amount of time since the last coupon date which is approximately,

     ( now - last coupon date) / (next coupon date - last coupon date)

So, in scenario (A) above, the accrued interest is 0 because the settlement date falls on a coupon date (nothing has accrued). In scenario (B), the accrued interest is close to 6, because the settle date ('1-Dec-2011') is almost reaching the next coupon date ('31-Dec-2011'). The number is negative because while you are receiving the coupons (i.e. 6, 6, 106, an incoming cash flow), you need to pay the accrued interest (it is an outgoing cash flow).

Best Answer

Related Solutions

MATLAB: How to convert interest rates from one day count and frequency to another using Financial Derivatives Toolbox 5.2 (R2008a)

MATLAB: What does the first cash flow value signify when I calculate the cash flows for a bond using cfamounts function in Financial Toolbox 4.1 (R2011b)

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