Learn more about Financial Derivatives Toolbox

Product Overview

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Introduction Interest-Rate-Based Derivatives Equity-Based Derivatives

Introduction

Financial Derivatives Toolbox™ software provides components for analyzing individual derivative instruments and portfolios containing several types of interest-rate-based and equity-based financial instruments.

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Interest-Rate-Based Derivatives

The toolbox provides functionality that supports the creation and management of these interest-rate-based instruments:

• Bonds

• Bond options (puts and calls)

• Caps

• Fixed-rate notes

• Floating-rate notes

• Floors

• Swaps

• Swaption

• Callable and Puttable bonds

Additionally, the toolbox provides functions to create arbitrary cash flow instruments. The toolbox provides pricing and sensitivity routines for these instruments. See Computing Prices and Sensitivities Using the Interest-Rate Term Structure or Computing Prices and Sensitivities Using Interest-Rate Models for information.

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Equity-Based Derivatives

The toolbox also provides functions to create and manage various equity-based derivatives, including the following:

• Asian options

• Barrier options

• Compound options

• Lookback options

• Vanilla stock options (put and call options)

The toolbox also provides pricing and sensitivity routines for these instruments. (See Computing Prices and Sensitivities for Equity Derivatives Using Trees.)

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Getting Started

Expected Background

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