Financial Derivatives Toolbox™

instadd - Add types to instrument collection

Syntax

InstSet = instadd('CashFlow', CFlowAmounts, CFlowDates, Settle, 
Basis)
InstSet = instadd('Asian', OptSpec, Strike, Settle, 
ExerciseDates, AmericanOpt, AvgType, AvgPrice, AvgDate)
InstSet = instadd('Barrier', OptSpec, Strike, Settle, 
ExerciseDates, AmericanOpt, BarrierType, Barrier, Rebate)
InstSet = instadd('Bond', CouponRate, Settle, Maturity, Period, 
Basis, EndMonthRule, IssueDate, FirstCouponDate, LastCouponDate, 
StartDate, Face)
InstSet = instadd('OptEmBond', CouponRate, Settle, Maturity, 
OptSpec, Strike, ExerciseDates, 'AmericanOpt', AmericanOpt, 'Period', 
Period, 'Basis', Basis, 'EndMonthRule', EndMonthRule,'Face',Face,
'IssueDate', IssueDate, 'FirstCouponDate', FirstCouponDate, 
'LastCouponDate', LastCouponDate, 'StartDate', StartDate)
InstSet = instadd('OptBond', BondIndex, OptSpec, Strike, 
ExerciseDates, AmericanOpt)
InstSet = instadd('Cap', Strike, Settle, Maturity, Reset, Basis, 
Principal)
InstSet = instadd('Compound', UOptSpec, UStrike, USettle,  
UExerciseDates, UAmericanOpt,COptSpec, CStrike, CSettle, 
CExerciseDates, CAmericanOpt)
InstSet = instadd('Fixed', CouponRate, Settle, Maturity, Reset, 
Basis, Principal)
InstSet = instadd('Float', Spread, Settle, Maturity, Reset, Basis, 
Principal)
InstSet = instadd('Floor', Strike, Settle, Maturity, Reset, Basis, 
Principal) 
InstSet = instadd('Lookback', OptSpec, Strike, Settle, 
ExerciseDates, AmericanOpt)
InstSet = instadd('OptStock', OptSpec, Strike, Settle, Maturity, 
AmericanOpt)
InstSet = instadd('Swap', LegRate, Settle, Maturity, LegReset, 
Basis, Principal, LegType)
InstSet = instadd('Swaption', OptSpec, Strike, ExerciseDates, 
Spread, Settle, Maturity, AmericanOpt, SwapReset, Basis, Principal) 
InstSet = instadd(InstSetOld, TypeString, Data1, Data2, ...) 

Arbitrary cash flow instrument. (See also instcf.)

Asian instrument. (See also instasian.)

Barrier instrument. (See also instbarrier.)

Bond instrument. (See also instbond.)

Bond with embedded option instrument. (See also instoptembnd. )

Bond option. (See also instoptbnd.)

Cap instrument. (See also instcap.)

Compound instrument. (See also instcompound.)

Fixed-rate note instrument. (See also instfixed.)

Floating-rate note instrument. (See also instfloat.)

Floor instrument. (See also instfloor.)

Lookback instrument. (See also instlookback.)

Stock option instrument. (See also instoptstock.)

Swap instrument. (See also instswap.)

Swaption instrument. (See also instswaption.)

To add instruments to an existing collection:

Arguments

For more information on instrument data parameters, see the reference entries for individual instrument types. For example, see instcap for additional information on the cap instrument.

Description

instadd stores instruments of types 'Asian', 'Barrier', 'Bond', 'Cap', 'CashFlow', 'Compound', 'Fixed', 'Float', 'Floor', 'Lookback', 'OptBond', 'OptStock', 'Swap', or 'Swaption'. This toolbox provides pricing and sensitivity routines for these instruments.

InstSet is an instrument set variable containing the new input data.

Examples

Create a portfolio with two cap instruments and a 4% bond.

Strike = [0.06; 0.07]; 
CouponRate = 0.04; 
Settle = '06-Feb-2000'; 
Maturity = '15-Jan-2003';  

InstSet = instadd('Cap', Strike, Settle, Maturity); 
InstSet = instadd(InstSet, 'Bond', CouponRate, Settle, Maturity); 
instdisp(InstSet)
 
Index Type Strike Settle      Maturity    CapReset Basis Principal
1     Cap  0.06   06-Feb-2000 15-Jan-2003 NaN      NaN   NaN 
2     Cap  0.07   06-Feb-2000 15-Jan-2003 NaN      NaN   NaN  

Index Type CouponRate Settle         Maturity ...      
3     Bond 0.04       06-Feb-2000    15-Jan-2003...              

See Also

instasian, instbarrier, instbond, instcap, instcf, instcompound, instfixed, instfloat, instfloor, instlookback, instoptbnd, instoptembnd, instoptstock, instswap, instswaption

hwvolspec

instaddfield