bnddury function / Financial toolbox

If I set the following: Yield=0.11245;CouponRate=0.175;Settle='04-Apr-12';Maturity='04-Oct-13';Period=12;Basis=0;... EndMonthRule=1;IssueDate='04-Apr-12';FirstCouponDate='04-Oct-13';LastCouponDate='04-Oct-13';... StartDate='04-Apr-12';Face=10654.48;

[ModDuration, YearDuration, PerDuration] = bnddury(Yield,CouponRate, Settle, Maturity,... Period, Basis, EndMonthRule,IssueDate,FirstCouponDate,LastCouponDate,StartDate,Face)

I get the following answer (quote): ??? Undefined function or variable "CFMQDates".

Error in ==> cfamounts at 739 CFMask = CFMQDates(Ind,:) <= Settle(Ind, ones(1,size(CFMQDates,2)));

Error in ==> bnddury at 187 [CFlowAmounts, ~, TFactors] = cfamounts(CouponRate, Settle, Maturity, varargin{:});

Error in ==> MyDurr at 28 [ModDuration, YearDuration, PerDuration] = bnddury(Yield,CouponRate, Settle, Maturity,...

(unquote)

If I set Period=0 than it is okay. What is the problem there? Can it be debugged (try and catch possibly)?

Answer 1

[Image Analyst]

Well it looks like CFMQDates has not been assigned to anything before you attempt to use it. Of course it can be debugged. Set a breakpoint and then use F10 to step on/over lines/functions and F11 to step inside functions. For more debugging help, go here: http://blogs.mathworks.com/videos/2012/07/03/debugging-in-matlab/