Version 1.4 (R2007b) Fixed-Income Toolbox™ Software Release Notes

Version 1.4 (R2007b) Fixed-Income Toolbox™ Software

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

• 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