%% Price Vanilla Fixed Bond Instrument Using ratecurve and Discount Pricer
% This example shows the workflow to price a vanilla FixedBond instrument when you use a ratecurve and a Discount pricing method.
%% Create FixedBond Instrument Object
% Use fininstrument to create a FixedBond instrument object.

FixB = fininstrument("FixedBond",'Maturity',datetime(2022,9,15),'CouponRate',0.021,'Period',2,'Basis',1,'Principal',100,'Name',"fixed_bond_instrument")

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

Settle = datetime(2018,9,15);
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 Discount Pricer Object
% Use finpricer to create a Discount pricer object and use the ratecurve object with the 'DiscountCurve' name-value pair argument.

outPricer = finpricer("Discount",'DiscountCurve',myRC)

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

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

% Copyright 2019 The MathWorks, Inc.