w=windmatlab;
[IB130015_bpvIB130015_codesIB130015_fieldsIB130015_timesIB130015_erroridIB130015_reqid]...
=w.wsd（‘130015.IB‘‘vobp_cnbd‘‘2014-02-10‘‘2014-05-23‘‘credibility=1‘‘TradingCalendar=NIB‘‘Fill=Previous‘）;%130015.IB基點價值
IB130015_ytm=w.wsd（‘130015.IB‘‘ytm_b‘‘2014-02-10‘‘2014-05-23‘‘returnType=1‘‘TradingCalendar=NIB‘‘Fill=Previous‘）;%130015.IB收盤到期收益率
IB130015_yield=w.wsd（‘130015.IB‘‘yield_cnbd‘‘2014-02-10‘‘2014-05-23‘‘credibility=1‘‘TradingCalendar=NIB‘‘Fill=Previous‘）;%130015.IB收益率中債估值
SZ111051_yield=w.wsd（‘111051.SZ‘‘yield_cnbd‘‘2014-02-10‘‘2014-05-23‘‘credibility=1‘‘TradingCalendar=NIB‘‘Fill=Previous‘）;%111051.SZ收益率中債估值
SZ111051_ytm=w.wsd（‘111051.SZ‘‘ytm_b‘‘2014-02-10‘‘2014-05-23‘‘returnType=1‘‘TradingCalendar=NIB‘‘Fill=Previous‘）;%111051.SZ收盤到期收益率
SZ111051_bpv=w.wsd（‘111051.SZ‘‘vobp_cnbd‘‘2014-02-10‘‘2014-05-23‘‘credibility=1‘‘TradingCalendar=NIB‘‘Fill=Previous‘）;%111051.SZ基點價值
CF130015=1.0252;
CF130020=1.0608;
n=15;
m=floor（length（IB130015_bpv）/n）;
for?i=1:m
????[HR（i）Delta_HR（i）Person_Delta_HR（i）]=HedgeRatio（CF130015IB130015_bpv（（n*i-6）:n*i）IB130015_ytm（（n*i-6）:n*i）SZ111051_bpv（（n*i-6）:n*i）SZ111051_ytm（（n*i-6）:n*i））;
????date（i）=IB130015_times（n*i-（n-1）1）;
end
x=date;
Delta_HR=（round（Delta_HR*10000））/1000