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I am very very new to matlab, actually I only just got the program to run one code. A good friend of mine wrote a code for me however it doesn't seem to work, I have provided the link to the code and data files required, can anyone tell me what's wrong or fix it for me? Much thanks!

The error I am getting is:

Warning: No such number of days in the future exist for a 30/360 day-count basis. > In daysadd at 141 In CDS_PD at 35

https://www.dropbox.com/s/jtjk187rpu0fhv5/cds.zip

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It appears that it is only a warning and is an inherent limitation of the "30/360 day-count basis" as used by the daycount function. As far as I can tell it just means that the calculated day is not unique in this basis. So it doesn't necessarily mean that the program is functioning incorrectly.

See:

http://www.mathworks.com.au/help/finance/daysadd.html

http://www.mathworks.com.au/help/finance/_f0-6010.html#bsuk32t-1

http://www.google.com.au/search?q=30%2F360+day-count+basis

于 2013-03-30T16:32:18.310 回答