%% Price a 4% Fixed-Rate Note Using an HJM Forward-Rate Tree
% This example shows how to price a 4% fixed-rate note using an HJM forward-rate tree by loading the file deriv.mat, which provides HJMTree. The HJMTree structure contains the time and forward-rate information needed to price the note.

load deriv.mat 

CouponRate = 0.04;
Settle = '01-Jan-2000';
Maturity = '01-Jan-2003';

Price = fixedbyhjm(HJMTree, CouponRate, Settle, Maturity)

% Copyright 2015 The MathWorks, Inc.