%% Create a Floating-Rate Instrument
% Define the characteristics of the floating-rate instrument.

Spread = 2;
Settle = datenum('15-Mar-2013');
Maturity = datenum('15-Mar-2018');
FloatReset = 4;
Basis = 1;
Principal = 1000;
EndMonthRule = 1;
CapRate = 0.35;
FloorRate = 0.27;

%
% Create the new floating-rate instrument.

ISet = instfloat(Spread, Settle, Maturity, FloatReset, Basis, Principal, ...
EndMonthRule, CapRate, FloorRate)

%
% Display the floating-rate instrument.

instdisp(ISet)

% Copyright 2015 The MathWorks, Inc.