Version 5.2 (R2008a) Financial Derivatives Toolbox Software :: Financial Derivatives Toolbox Release Notes (Financial Derivatives Toolbox™)

Version 5.2 (R2008a) Financial Derivatives Toolbox Software

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 Details below	No	Bug Reports Includes fixes	No

New features and changes introduced in this version are:

Supports the following pricing for callable and puttable bonds:

Function	Purpose
`optembndbybdt`	Price bonds with embedded options by a Black-Derman-Toy interest rate tree.
`optembndbybk`	Price bonds with embedded options by a Black-Karasinski interest-rate tree.
`optembndbyhjm`	Price bonds with embedded options by an Heath-Jarrow-Morton interest-rate tree.
`optembndbyhw`	Price bonds with embedded options by a Hull-White interest-rate tree.
`instoptembnd`	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:

Version 5.3 (R2008b) Financial Derivatives Toolbox Software

Version 5.1 (R2007b) Financial Derivatives Toolbox Software

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