Credit risk Modeling webinar

Hi all,
I'm studying the webinar on Credit Risk Modeling
(<http://it.mathworks.com/videos/credit-risk-modeling-with-matlab-81728.html?form_seq=conf1092&confirmation_page=&wfsid=6006045&nocookie=true>)
but when I try to run the "m-file" attached to the post, math give the following error:
Error using instargbondmod (line 119) Settle must be less than Maturity for all Bonds.
Error in cfamounts (line 284) [CouponRate, Settle, Maturity, Period, Basis, EndMonthRule, ...
Error in prbyzero (line 54) [CFlowAmounts, CFlowDates] = cfamounts(CpnRate, Settle, Maturity, ...
I don't understand why.
Could you help me?
Thanks
Carmine

Answers (0)

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on 21 Nov 2014

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