%% Compute the Prices of a Portfolio of Two Zero-Coupon Instruments
% This example shows how to compute the prices of a portfolio of two zero-coupon instruments, one short-term, and the other long-term.

Settle = '24-Jun-1993';
Maturity = ['01-Nov-1993'; '15-Jan-2024'];
Basis = [0; 1];
Yield = [0.04; 0.1];

Price = zeroprice(Yield, Settle, Maturity, [], Basis)

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