Version 5.1 (R2007b) Financial Derivatives Toolbox™ Software Release Notes

Version 5.1 (R2007b) Financial Derivatives Toolbox™ Software

This table summarizes what's new in Version 5.1 (R2007b):

New features and changes introduced in this version are:

ISMA Support for 30/360 Basis as a Variant of 30/360E with Annual Compounding

The following functions now support day count conventions for the basis argument to support 30/360 International Securities Market Association (ISMA) convention as a variant of 30/360E with annual compounding:

• bondbybdt

• bondbybk

• bondbyhjm

• bondbyhw

• bondbyzero

• capbybdt

• capbybk

• capbyhjm

• capbyhw

• cfbybdt

• cfbybk

• cfbyhjm

• cfbyhw

• cfbyzero

• date2time

• disc2rate

• fixedbybdt

• fixedbybk

• fixedbyhjm

• fixedbyhw

• fixedbyzero

• floatbybdt

• floatbybk

• floatbyhjm

• floatbyhw

• floatbyzero

• floorbybdt

• floorbybk

• floorbyhjm

• floorbyhw

• instbond

• instcap

• instcf

• instfixed

• instfloat

• instfloor

• instswap

• instswaption

• intenvset

• optbndbybdt

• optbndbybk

• optbndbyhjm

• optbndbyhw

• rate2disc

• swapbybdt

• swapbybk

• swapbyhjm

• swapbyhw

• swapbyzero

• swaptionbybdt

• swaptionbybk

• swaptionbyhjm

• swaptionbyhw

• time2date

Version 5.2 (R2008a) Financial Derivatives Toolbox™ Software

Version 5.0 (R2007a) Financial Derivatives Toolbox™ Software