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, financial instruments toolbox perform hedging analyses using common equity and fixed-income modeling methods. The toolbox lets you create new financial instrument types, fit yield curves to market matchattea using parametric fitting models and bootstrapping, and construct dual curve based pricing models. You can price and analyze fixed-income and equity instruments. For fixed-income modeling, you can calculate price, yield, spread, and sensitivity values for several types of securities and derivatives, including convertible bonds, mortgage-backed securities, financial instruments toolbox, treasury bills, bonds, swaps, caps, floors, and floating-rate notes.

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.

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.

Financial Instruments Toolbox provides functionality for pricing, modeling, hedging, and managing an instrument portfolio. Get a free trial.

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. Create credit derivative instrument object, associate the object with a model, and specify pricing method. Price interest-rate, equity, commodity, foreign exchange, credit derivative instruments, mortgage-backed securities using functions.

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 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.

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View pricing Contact sales. Price plain-vanilla options, including European, American, and Bermuda options. Price credit instruments using a default probability curve. Close Mobile Search. Brand Math Work. Price, compute sensitivity, and perform hedging analysis for interest-rate securities. Choose a web site to get translated content where available and see local events and offers. View Mobile No. Related Categories :. Open Mobile Search. Create credit derivative instrument object, associate the object with a model, and specify pricing method. Ready to Buy? Start now.

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.

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. Search MathWorks. Other MathWorks country sites are not optimized for visits from your location. Financial Instruments Toolbox Design, price, and hedge complex financial instruments. Equity, FX, Commodity, or Energy Instruments Price Vanilla and exotic options with Black-Scholes and stochastic volatility models using Monte Carlo simulations, multiple closed-form solutions, and finite differences methods. For energy derivatives, you can model exotic and vanilla options. Related Categories :. Price credit instruments using a default probability curve. Panel Navigation Free tutorials. About the Company. Define portfolios of heterogenous assets and then calculate the price and sensitivities of all instruments in the portfolio. Pricing and Valuation of Credit Default Swaps.