| Financial Derivatives Toolbox™ | |
Function Reference |  Alphabetical List |
|
| hedgeopt | Allocate optimal hedge for target costs or sensitivities |
| hedgeslf | Self-financing hedge |
| bondbyzero | Price bond from set of zero curves |
| cfbyzero | Price cash flows from set of zero curves |
| fixedbyzero | Price fixed-rate note from set of zero curves |
| floatbyzero | Price floating-rate note from set of zero curves |
| intenvprice | Price instruments from set of zero curves |
| intenvsens | Instrument price and sensitivities from set of zero curves |
| swapbyzero | Price swap instrument from set of zero curves |
| hjmprice | Instrument prices from HJM interest-rate tree |
| hjmsens | Instrument prices and sensitivities from HJM interest-rate tree |
| hjmtimespec | Specify time structure for HJM interest-rate tree |
| hjmtree | Construct HJM interest-rate tree |
| hjmvolspec | Specify HJM interest-rate volatility process |
| swaptionbyhjm | Price swaption from HJM interest-rate tree |
| bdtprice | Instrument prices from BDT interest-rate tree |
| bdtsens | Instrument prices and sensitivities from BDT interest-rate tree |
| bdttimespec | Specify time structure for BDT interest-rate tree |
| bdttree | Construct BDT interest-rate tree |
| bdtvolspec | Specify BDT interest-rate volatility process |
| bkprice | Instrument prices from Black-Karasinski interest-rate tree |
| bksens | Instrument prices and sensitivities from Black-Karasinski interest-rate tree |
| bktimespec | Specify time structure for Black-Karasinski tree |
| bktree | Construct Black-Karasinski interest-rate tree |
| bkvolspec | Specify Black-Karasinski interest-rate volatility process |
| swaptionbybk | Price swaption from BK interest-rate tree |
| crrprice | Instrument prices from CRR tree |
| crrsens | Instrument prices and sensitivities from CRR tree |
| crrtimespec | Specify time structure for CRR tree |
| crrtree | Construct CRR stock tree |
| eqpprice | Instrument prices from EQP binomial tree |
| eqpsens | Instrument prices and sensitivities from EQP binomial tree |
| eqptimespec | Specify time structure for EQP binomial tree |
| eqptree | Construct EQP stock tree |
| hwprice | Instrument prices from Hull-White interest-rate tree |
| hwsens | Instrument prices and sensitivities from HW interest-rate tree |
| hwtimespec | Specify time structure for Hull-White tree |
| hwtree | Construct Hull-White interest-rate tree |
| hwvolspec | Specify Hull-White interest-rate volatility process |
| swaptionbyhw | Price swaption from HW interest-rate tree |
| ittprice | Price instruments using implied trinomial tree (ITT) |
| ittsens | Instrument sensitivities and prices using implied trinomial tree (ITT) |
| itttimespec | Specify time structure using implied trinomial tree (ITT) |
| itttree | Build implied trinomial stock tree |
| stockoptspec | Specify European stock option structure |
| bondbyhjm | Price bond from HJM interest-rate tree |
| capbyhjm | Price cap instrument from HJM interest-rate tree |
| cfbyhjm | Price cash flows from HJM interest-rate tree |
| fixedbyhjm | Price fixed-rate note from HJM interest-rate tree |
| floatbyhjm | Price floating-rate note from HJM interest-rate tree |
| floorbyhjm | Price floor instrument from HJM interest-rate tree |
| mmktbyhjm | Create money-market tree from HJM interest-rate tree |
| optbndbyhjm | Price bond option from HJM interest-rate tree |
| optembndbyhjm | Price bonds with embedded options by Heath-Jarrow-Morton interest-rate tree |
| swapbyhjm | Price swap instrument from HJM interest-rate tree |
| bondbybdt | Price bond from BDT interest-rate tree |
| capbybdt | Price cap instrument from BDT interest-rate tree |
| cfbybdt | Price cash flows from BDT interest-rate tree |
| fixedbybdt | Price fixed-rate note from BDT interest-rate tree |
| floatbybdt | Price floating-rate note from BDT interest-rate tree |
| floorbybdt | Price floor instrument from BDT interest-rate tree |
| mmktbybdt | Create money-market tree from BDT interest-rate tree |
| optbndbybdt | Price bond option from BDT interest-rate tree |
| optembndbybdt | Price bonds with embedded options by Black-Derman-Toy interest rate tree |
| swapbybdt | Price swap instrument from BDT interest-rate tree |
| swaptionbybdt | Price swaption from BDT interest-rate tree |
| bondbybk | Price bond from Black-Karasinski interest-rate tree |
| capbybk | Price cap instrument from Black-Karasinski interest-rate tree |
| cfbybk | Price cash flows from Black-Karasinski interest-rate tree |
| fixedbybk | Price fixed-rate note from Black-Karasinski interest-rate tree |
| floatbybk | Price floating-rate note from Black-Karasinski interest-rate tree |
| floorbybk | Price floor instrument from Black-Karasinski interest-rate tree |
| optbndbybk | Price bond option from Black-Karasinski interest-rate tree |
| optembndbybk | Price bonds with embedded options by Black-Karasinski interest-rate tree |
| swapbybk | Price swap instrument from Black-Karasinski interest-rate tree |
| asianbycrr | Price Asian option from CRR binomial tree |
| barrierbycrr | Price barrier option from CRR binomial tree |
| compoundbycrr | Price compound option from CRR binomial tree |
| lookbackbycrr | Price lookback option from CRR tree |
| optstockbycrr | Price stock option from CRR tree |
| asianbyeqp | Price Asian option from EQP binomial tree |
| barrierbyeqp | Price barrier option from EQP binomial tree |
| compoundbyeqp | Price compound option from EQP binomial tree |
| lookbackbyeqp | Price lookback option from EQP binomial tree |
| optstockbyeqp | Price stock option from EQP binomial tree |
| asianbyitt | Price Asian options using implied trinomial tree (ITT) |
| barrierbyitt | Price barrier options using implied trinomial tree (ITT) |
| compoundbyitt | Price compound options using implied trinomial tree (ITT) |
| lookbackbyitt | Price lookback option using implied trinomial tree (ITT) |
| optstockbyitt | Price options on stocks using implied trinomial tree (ITT) |
| bondbyhw | Price bond from Hull-White interest-rate tree |
| capbyhw | Price cap instrument from Hull-White interest-rate tree |
| cfbyhw | Price cash flows from Hull-White interest-rate tree |
| fixedbyhw | Price fixed-rate note from Hull-White interest-rate tree |
| floatbyhw | Price floating-rate note from Hull-White interest-rate tree |
| floorbyhw | Price floor instrument from Hull-White interest-rate tree |
| optbndbyhw | Price bond option from Hull-White interest-rate tree |
| optembndbyhw | Price bonds with embedded options by Hull-White interest-rate tree |
| swapbyhw | Price swap instrument from Hull-White interest-rate tree |
| bushpath | Extract entries from node of bushy tree |
| bushshape | Retrieve shape of bushy tree |
| cvtree | Convert inverse-discount tree to interest-rate tree |
| mkbush | Create bushy tree |
| mktree | Create recombining binomial tree |
| mktrintree | Create recombining trinomial tree |
| treepath | Entries from node of recombining binomial tree |
| treeshape | Shape of recombining binomial tree |
| trintreepath | Entries from node of recombining trinomial tree |
| trintreeshape | Shape of recombining trinomial tree |
| derivget | Get derivatives pricing options |
| derivset | Set or modify derivatives pricing options |
| chooserbybls | Price European simple chooser options using Black-Scholes model |
| impvbybjs | Calculate implied volatility using Bjerksund-Stensland 2002 option pricing model |
| impvbyblk | Calculate implied volatility using Black option pricing model |
| impvbybls | Calculate implied volatility using Black-Scholes option pricing model |
| impvbyrgw | Calculate implied volatility using Roll-Geske-Whaley option pricing model for American call option |
| optstockbybjs | Price American options using Bjerksund-Stensland 2002 option pricing model |
| optstockbyblk | Price options on futures using Black option pricing model |
| optstockbybls | Price options using Black-Scholes option pricing model |
| optstockbyrgw | Calculate American call option prices using Roll-Geske-Whaley option pricing model |
| optstocksensbybjs | Calculate American option prices and sensitivities using Bjerksund-Stensland 2002 option pricing model |
| optstocksensbyblk | Calculate option prices and sensitivities on futures using Black pricing model |
| optstocksensbybls | Calculate option prices and sensitivities using Black-Scholes option pricing model |
| optstocksensbyrgw | Calculate American call option prices and sensitivities using Roll-Geske-Whaley option pricing model |
| instadd | Add types to instrument collection |
| instaddfield | Add new instruments to instrument collection |
| instasian | Construct Asian option |
| instbarrier | Construct barrier option |
| instbond | Construct bond instrument |
| instcap | Construct cap instrument |
| instcf | Construct cash flow instrument |
| instcompound | Construct compound option |
| instdelete | Complement of instrument set by matching conditions |
| instdisp | Display instruments |
| instfields | List field names |
| instfind | Search instruments for matching conditions |
| instfixed | Construct fixed-rate instrument |
| instfloat | Construct floating-rate instrument |
| instfloor | Construct floor instrument |
| instget | Data from instrument variable |
| instgetcell | Data and context from instrument variable |
| instlength | Count instruments |
| instlookback | Construct lookback option |
| instoptbnd | Construct bond option |
| instoptembnd | Constructor for 'Type', 'OptEmBond' bond with embedded option |
| instoptstock | Construct stock option |
| instselect | Create instrument subset by matching conditions |
| instsetfield | Add or reset data for existing instruments |
| instswap | Construct swap instrument |
| instswaption | Construct swaption instrument |
| insttypes | List types |
| classfin | Create financial structure or return financial structure class name |
| isafin | True if input argument is financial structure type or financial object class |
| stockspec | Create stock structure |
| date2time | Time and frequency from dates |
| disc2rate | Interest rates from cash flow discounting factors |
| intenvget | Properties of interest-rate structure |
| intenvset | Set properties of interest-rate structure |
| rate2disc | Discount factors from interest rates |
| ratetimes | Change time intervals defining interest-rate environment |
| time2date | Dates from time and frequency |
| datedisp | Display date entries |
| treeviewer | Tree information |
| Hedging with Constrained Portfolios | Functions — Alphabetical List | |
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