indexvalues

Calculate index values for inflationcurve object

Syntax

outIndexValues = indexvalues(inpInflationCurve,inpDates)

Description

outIndexValues = indexvalues(inpInflationCurve,inpDates) calculates the inflation index values for the inflationcurve object (inpInflationCurve) based on the Inflation index end dates (inpDates).

Examples

Calculate Index Values for inflationcurve Object

Create an inflationcurve object using inflationcurve.

BaseDate = datetime(2020,9,20);
InflationTimes = [0 calyears([1 2 3 4 5 7 10 20 30])]';
InflationIndexValues = [100 102 103.5 105 106.8 108.2 111.3 120.1 130.4 150.2]';
InflationDates = BaseDate + InflationTimes;
myInflationCurve = inflationcurve(InflationDates,InflationIndexValues);

Compute the index values using indexvalues.

outIndexValues = indexvalues(myInflationCurve,datetime(2023,9,20))

outIndexValues = 
105

Input Arguments

inpInflationCurve — Inflation curve

inflationcurve object

Inflation curve, specified using a previously created inflationcurve object.

Data Types: object

inpDates — Inflation index end dates

datetime array | string array | date character vector

Inflation index end dates, specified as a NINST-by-1 vector using a datetime array, string array, or date character vectors.

To support existing code, indexvalues also accepts serial date numbers as inputs, but they are not recommended.

Output Arguments

outIndexValues — Output inflation index values

numeric

Output inflation index values, returned as a numeric.

Version History

Introduced in R2021a

R2022b: Serial date numbers not recommended

Although indexvalues supports serial date numbers, datetime values are recommended instead. The datetime data type provides flexible date and time formats, storage out to nanosecond precision, and properties to account for time zones and daylight saving time.

To convert serial date numbers or text to datetime values, use the datetime function. For example:

t = datetime(738427.656845093,"ConvertFrom","datenum");
y = year(t)

y =

        2021

There are no plans to remove support for serial date number inputs.