Financial instruments toolbox

You can use the toolbox to perform cash-flow modeling and yield curve fitting analysis, financial instruments toolbox, compute prices and sensitivities, view price evolutions, and perform hedging analyses using common equity and fixed-income modeling methods.

Have questions? Contact Sales. Financial Instruments Toolbox provides functionality for pricing, modeling, hedging, and managing an instrument portfolio. You can analyze cash flows for fixed-income securities and derivative instruments including interest-rate, inflation, equity, commodity, credit, and energy instruments. The toolbox provides a modular framework that supports a wide range of workflows and enables you to price instruments with a variety of models and pricing methods. Analyze or bootstrap interest-rate curves from market data using ratecurve.

Financial instruments toolbox

You will learn the conceptual framework of how to use the object-based framework for pricing various instruments, including equity options, interest-rate instruments, credit default swaps, and credit default swap options. The functionality also allows you to individually price a financial instrument as well as collectively price a portfolio of financial instruments. View more related videos. Choose a web site to get translated content where available and see local events and offers. Based on your location, we recommend that you select:. Select the China site in Chinese or English for best site performance. Other MathWorks country sites are not optimized for visits from your location. Toggle Main Navigation. Videos and Webinars. Videos Videos MathWorks Search. Search MathWorks. Close Mobile Search. Toggle local navigation Videos Home Search. Contact sales Trial software.

Price credit instruments using a default probability curve. Are You a Student? View more related videos.

For interest-rate instruments, you can calculate price, yield, spread, and sensitivity values for various instrument types, including convertible bonds, mortgage-backed securities, treasury bills, bonds, swaps, caps, floors, and floating-rate notes. For derivative instruments, you can compute price, implied volatility, and Greeks using binomial trees, trinomial trees, Shifted SABR, Heston, Monte Carlo simulation, and other models. Create interest-rate instrument object, associate the object with a model, and specify pricing method. Create inflation instrument object, associate an inflation curve object, and specify pricing method. Create equity, FX, commodity, or energy instrument object, associate the object with a model, and specify pricing method.

Help Center Help Center. For interest-rate instruments, you can calculate price, yield, spread, and sensitivity values for various instrument types, including convertible bonds, mortgage-backed securities, treasury bills, bonds, swaps, caps, floors, and floating-rate notes. For derivative instruments, you can compute price, implied volatility, and Greeks using binomial trees, trinomial trees, Shifted SABR, Heston, Monte Carlo simulation, and other models. Use the instadd function to create an instrument portfolio or to add new instruments to an existing portfolio using functions. You can create instruments and manage a collection of instruments as a portfolio using functions. This example demonstrates analyzing German Euro-Bund futures traded on Eurex. This example demonstrates how to use treeviewer to examine tree information for a Hull-White tree when you price a European callable bond. Generic fixed-rate mortgage pools and balloon mortgages have pass-through certificates PC that typically have embedded call options in the form of prepayment.

Financial instruments toolbox

Have questions? Contact Sales. Financial Toolbox provides functions for the mathematical modeling and statistical analysis of financial data.

Zte n9560

Pricing and Valuation of Credit Default Swaps. Toggle Main Navigation. Financial Instruments Toolbox. You can use the toolbox to perform cash-flow modeling and yield curve fitting analysis, compute prices and sensitivities, view price evolutions, and perform hedging analyses using common equity and fixed-income modeling methods. Are You a Student? Supported methods includes closed-form, tree models, Monte Carlo simulation, and finite difference. Based on your location, we recommend that you select:. Videos and Webinars. Related Products Financial Instruments Toolbox. Yield Curve and Interest Rate Term Structure Fit yield curves to market data using several approaches, including the bootstrap method, parametric models such as Nelson-Siegel, Svensson, and smoothing spline , and custom functions. Financial Instruments Toolbox Design, price, and hedge complex financial instruments. Toggle Main Navigation. Interest Rate Instruments Model term structures and price interest rate instruments.

For interest-rate instruments, you can calculate price, yield, spread, and sensitivity values for various instrument types, including convertible bonds, mortgage-backed securities, treasury bills, bonds, swaps, caps, floors, and floating-rate notes.

Search MathWorks. Get a Free Trial 30 days of exploration at your fingertips. You will learn the conceptual framework of how to use the object-based framework for pricing various instruments, including equity options, interest-rate instruments, credit default swaps, and credit default swap options. Self-Paced Online Courses. Get pricing information and explore related products. Panel Navigation Free ebook. Create interest-rate instrument object, associate the object with a model, and specify pricing method. Choose a web site to get translated content where available and see local events and offers. Select the China site in Chinese or English for best site performance. Select the China site in Chinese or English for best site performance. For energy derivatives, you can model exotic and vanilla options. What's Next? Pricing and Valuation of Credit Default Swaps. Send SMS. Have questions?