%% Compute the Par Fixed-Rate of a Swap Given 3-Month LIBOR Data
% This example shows how to compute the par fixed-rate of a swap given 3-month LIBOR data. Use the supplied EDdata.xls file as input to a liborfloat2fixed computation.

[EDFutData, textdata] = xlsread('EDdata.xls');
Settle                = datenum('15-Oct-2002');
Tenor                 = 2;

[FixedSpec, ForwardDates, ForwardRates] =... 
liborfloat2fixed(EDFutData(:,1:3), Settle, Tenor)

% Copyright 2012 The MathWorks, Inc.