%% Price Fixed Bond Instrument Using Hull-White Model and IRMonteCarlo Pricer
% This example shows the workflow to price a FixedBond instrument when using a HullWhite model and an IRMonteCarlo pricing method.
%% Create FixedBond Instrument Object
% Use fininstrument to create a FixedBond instrument object.

FixB = fininstrument("FixedBond","Maturity",datetime(2022,9,15),"CouponRate",0.05,'Name',"fixed_bond")

%
%% Create HullWhite Model Object
% Use finmodel to create a HullWhite model object.

HullWhiteModel = finmodel("HullWhite",'Alpha',0.32,'Sigma',0.49)

%% Create ratecurve Object
% Create a ratecurve object using ratecurve.

Settle = datetime(2019,1,1);
Type = 'zero';
ZeroTimes = [calmonths(6) calyears([1 2 3 4 5 7 10 20 30])]';
ZeroRates = [0.0052 0.0055 0.0061 0.0073 0.0094 0.0119 0.0168 0.0222 0.0293 0.0307]';
ZeroDates = Settle + ZeroTimes;
 
myRC = ratecurve('zero',Settle,ZeroDates,ZeroRates)

%% Create IRMonteCarlo Pricer Object
% Use finpricer to create an IRMonteCarlo pricer object and use the ratecurve object for the 'DiscountCurve' name-value pair argument.

outPricer = finpricer("IRMonteCarlo",'Model',HullWhiteModel,'DiscountCurve',myRC,'SimulationDates',ZeroDates)

%% Price FixedBond Instrument
% Use price to compute the price and sensitivities for the FixedBond instrument.

[Price,outPR] = price(outPricer,FixB,["all"])
outPR.Results

% Copyright 2021 The MathWorks, Inc.