%% Price a 4% Fixed-Rate Note Using a Set of Zero Curves
% This example shows how to price a 4% fixed-rate note using a set of zero curves by loading the file deriv.mat, which provides ZeroRateSpec, the interest-rate term structure needed to price the note.

load deriv.mat 

CouponRate = 0.04;
Settle = '01-Jan-2000';
Maturity = '01-Jan-2003';

Price = fixedbyzero(ZeroRateSpec, CouponRate, Settle, Maturity)

% Copyright 2015 The MathWorks, Inc.