Learn more about Financial Derivatives Toolbox

Examples

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Use this list to find examples in the documentation.

Instrument Portfolio Examples

Creating New Instruments or Properties
instfind Examples
instselect Examples

Interest Rate Environment Examples

Calculating Discount Factors from Rates
Calculating Rates from Discounts
Spot Curve to Forward Curve Conversion
Pricing a Portfolio of Instruments
Sensitivities and Prices

HJM Examples

Specifying the Volatility Model (VolSpec)
Creating an HJM Tree
HJM Pricing Example

Volatility Modeling

HJM Volatility Specification Example

BDT Examples

BDT Volatility Specification Example
Creating a BDT Tree
BDT Tree Structure
BDT Pricing Example

Rate Specification Creation

Rate Specification Creation Example
Hull-White Model Calibration Example

Time Specification

HJM Time Specification Example
Creating a BDT Time Specification

Sensitivity

HJM Sensitivities Example
BDT Sensitivities Example
CRR Sensitivities Example
ITT Sensitivities Example

Treeviewer Examples

Valuation Date Prices
Additional Observation Times

Creating Equity Derivatives

Stock Structure Example Using a Binary Tree
TimeSpec Example Using a Binary Tree
Examples of Binary Tree Creation
Stock Structure Example Using an Implied Trinomial Tree
TimeSpec Example Using an Implied Trinomial Tree
Option Stock Structure Example Using an Implied Trinomial Tree

Pricing Equity Derivatives

Computing Prices Using CRR
Computing Prices Using EQP
Computing Prices Using ITT

Closed-Form Solution Examples

Computing Prices and Sensitivities Using the Black-Scholes Model
Computing Prices and Sensitivities Using the Black Model
Computing Prices and Sensitivities Using the Roll-Geske-Whaley Model
Computing Prices and Sensitivities Using the Bjerksund-Stensland Model

Hedging Examples

Maintaining Existing Allocations
Partially Hedged Portfolio
Fully Hedged Portfolio
Minimizing Portfolio Sensitivities
Self-Financing Hedges with hedgeslf
Specifying Constraints with ConSet

Hedging with Constrained Portfolios

Fully Hedged Portfolio
Minimize Portfolio Sensitivities
Under-Determined System
Portfolio Constraints with hedgeslf

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