%% Create a Float-Float Swap and Price with intenvprice
% Use instswap to create a float-float swap and price the swap with intenvprice.

RateSpec = intenvset('Rates',.05,'StartDate',today,'EndDate',datemnth(today,60));
IS = instswap([400 200],today,datemnth(today,60),[], [], [], [0 0]);
intenvprice(RateSpec,IS)

% Copyright 2012 The MathWorks, Inc.