| Version 5.2 (R2008a) Financial Derivatives Toolbox™ Software Release Notes | |
This table summarizes what's new in Version 5.2 (R2008a):
| New Features and Changes | Version Compatibility Considerations | Fixed Bugs and Known Problems | Related Documentation at Web Site |
|---|---|---|---|
Yes | No | Bug Reports | Printable Release Notes: PDF |
New features and changes introduced in this version are:
Supports the following pricing for callable and puttable bonds:
Function | Purpose |
|---|---|
Price bonds with embedded options by a Black-Derman-Toy interest rate tree | |
Price bonds with embedded options by a Black-Karasinski interest-rate tree | |
Price bonds with embedded options by an Heath-Jarrow-Morton interest-rate tree | |
Price bonds with embedded options by a Hull-White interest-rate tree | |
Constructor for the 'Type', 'OptEmBond' instrument bond option |
In addition, the following functions have been modified to support callable and puttable bonds:
The following functions now support day count conventions for the basis argument based on ISDA (International Swap Dealers Association) actual/365:
| Financial Derivatives Toolbox™ Release Notes | Version 5.1 (R2007b) Financial Derivatives Toolbox™ Software | |
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