Learning the Fixed-Income Toolbox

• Mortgage-Backed Securities describes the functions that compute cash flow, prices, yields, and sensitivities for pools of mortgage-backed securities.
• Debt Instruments describes the functions that compute cash flow, prices, and yields on several types of fixed-income securities including:
  • Treasury bills and Treasury bill repurchase agreements
  • Treasury notes
  • Corporate bonds
  • Stepped-coupon bonds

  It also discusses methods to compute interest rate curves and their use in computing interest rate spreads.

• Derivative Securities discusses fixed-income derivative securities supported by this toolbox. This section describes the pricing of interest rate swaps and their use in portfolio hedging.
• The Release Notes summarize the new features.

 Finding Functions

Browse functions by following these links:

• Functions - By Category
• Functions - Alphabetical List

 Printing the Documentation

A printable version of the Fixed-Income Toolbox User's Guide is available in PDF format.

 Related Products

The MathWorks provides several related products relevant to tasks you can perform with the Fixed-Income Toolbox.