Version 3.4 (R2008a) Financial Toolbox Software

This table summarizes new features in Version 3.4 (R2008a).

New Features and ChangesVersion Compatibility ConsiderationsFixed Bugs and Known ProblemsRelated Documentation at Web Site
Yes
Details below
No

Bug Reports

No

New features and changes introduced in this version are:

Enhanced Mean-Variance Portfolio Optimization Based on Linear Complementarity Programming for Portfolio Optimization

Added support for varargin argument for portopt and frontcon.

Support for Actual/365 (ISDA)

The following functions now support day count conventions for the basis argument based on ISDA (International Swap Dealers Association) actual/365:

Support for ret2tick and tick2ret Functions for Time Series Objects

ret2tick and tick2ret support financial time series objects.

Support for Additional Descriptive Statistics Functions Financial Times Series Objects

The following covariance methods now support a financial time series object:

Added New Chart Types

Added support for the following chart types for financial reporting:

  


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