Learn more about Fixed-Income Toolbox

Version 1.4 (R2007b) Fixed-Income Toolbox Software

This table summarizes what's new in Version 1.4 (R2007b):

New Features and Changes	Version Compatibility Considerations	Fixed Bugs and Known Problems	Related Documentation at Web Site
Yes Details below	No	Bug Reports	No

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:

• bkcall

• bkput

• bkcaplet

• bkfloorlet

• cbprice

• cdai

• cdprice

• cdyield

• cfamounts

• stepcpncfamounts

• stepcpnprice

• stepcpnyield

• zeroprice

• zeroyield

Version 1.5 (R2008a) Fixed-Income Toolbox Software

Version 1.3 (R2007a) Fixed-Income Toolbox Software

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