Alphabetical List
By Category

`now` |
Current date and time as serial date number |

`today` |
Current date |

`datefind` |
Indices of dates in matrix |

`datevec` |
Convert date and time to vector of components |

`day` |
Day of month |

`eomdate` |
Last date of month |

`hour` |
Hour of date or time |

`lweekdate` |
Date of last occurrence of weekday in month |

`second` |
Seconds of date or time |

`minute` |
Minute of date or time |

`month` |
Month of date |

`months` |
Number of whole months between dates |

`nweekdate` |
Date of specific occurrence of weekday in month |

`weeknum` |
Week in year |

`year` |
Year of date |

`yeardays` |
Number of days in year |

`date2time` |
Time and frequency from dates |

`datedisp` |
Display date entries |

`datenum` |
Convert date and time to serial date number |

`datestr` |
Convert date and time to string format |

`m2xdate` |
MATLAB date to Excel serial date number |

`time2date` |
Dates from time and frequency |

`uicalendar` |
Graphical calendar |

`x2mdate` |
Excel serial date number to MATLAB serial date number or datetime format |

`busdate` |
Next or previous business day |

`busdays` |
Business days for given period |

`datemnth` |
Date of day in future or past month |

`datewrkdy` |
Date of future or past workday |

`days360` |
Days between dates based on 360-day year |

`days360e` |
Days between dates based on 360-day year (European) |

`days360isda` |
Days between dates based on 360-day year (International Swap Dealer Association (ISDA) compliant) |

`days360psa` |
Days between dates based on 360-day year (Public Securities Association (PSA) compliant) |

`days365` |
Days between dates based on 365-day year |

`daysact` |
Actual number of days between dates |

`daysadd` |
Date away from starting date for any day-count basis |

`daysdif` |
Days between dates for any for any day-count basis |

`fbusdate` |
First business date of month |

`isbusday` |
True for dates that are business days |

`lbusdate` |
Last business date of month |

`quarter` |
Returns the quarter of given date |

`thirdwednesday` |
Find third Wednesday of month |

`wrkdydif` |
Number of working days between dates |

`yearfrac` |
Fraction of year between dates |

`createholidays` |
Create trading calendars |

`holidays` |
Holidays and nontrading days |

`nyseclosures` |
New York Stock Exchange closures from 1885 to 2050 |

`accrfrac` |
Fraction of coupon period before settlement |

`cpncount` |
Coupon payments remaining until maturity |

`cpndaten` |
Next coupon date for fixed-income security |

`cpndatenq` |
Next quasi-coupon date for fixed-income security |

`cpndatepq` |
Previous quasi-coupon date for fixed-income security |

`cpndatep` |
Previous coupon date for fixed-income security |

`cpndaysn` |
Number of days to next coupon date |

`cpndaysp` |
Number of days since previous coupon date |

`cpnpersz` |
Number of days in coupon period |

`cur2frac` |
Decimal currency values to fractional values |

`cur2str` |
Bank-formatted text |

`dec2thirtytwo` |
Decimal to thirty-second quotation |

`frac2cur` |
Fractional currency value to decimal value |

`thirtytwo2dec` |
Thirty-second quotation to decimal |

`boxcox` |
Box-Cox transformation |

`diff` |
Differencing |

`fillts` |
Fill missing values in time series |

`filter` |
Linear filtering |

`lagts` |
Lag time series object |

`leadts` |
Lead time series object |

`peravg` |
Periodic average of FINTS object |

`resamplets` |
Downsample data |

`smoothts` |
Smooth data |

`tsmovavg` |
Moving average |

`convert2sur` |
Convert multivariate normal regression model to seemingly unrelated regression (SUR) model |

`convertto` |
Convert to specified frequency |

`toannual` |
Convert to annual |

`todaily` |
Convert to daily |

`todecimal` |
Fractional to decimal conversion |

`tomonthly` |
Convert to monthly |

`toquarterly` |
Convert to quarterly |

`toquoted` |
Decimal to fractional conversion |

`tosemi` |
Convert to semiannual |

`toweekly` |
Convert to weekly |

`corrcoef` |
Correlation coefficients |

`cov` |
Covariance matrix |

`isempty` |
True for empty financial time series objects |

`nancov` |
Covariance ignoring NaNs |

`nanmax` |
Maximum ignoring NaNs |

`nanmean` |
Mean ignoring NaNs |

`nanmedian` |
Median ignoring NaNs |

`nanmin` |
Minimum ignoring NaNs |

`nanstd` |
Standard deviation ignoring NaNs |

`nansum` |
Sum ignoring NaNs |

`nanvar` |
Variance ignoring NaNs |

`var` |
Variance |

`cumsum` |
Cumulative sum |

`end` |
Last date entry |

`horzcat` |
Concatenate financial time series objects horizontally |

`length` |
Get number of dates (rows) |

`minus` |
Financial time series subtraction |

`mrdivide` |
Financial time series matrix division |

`mtimes` |
Financial time series matrix multiplication |

`plus` |
Financial time series addition |

`power` |
Financial time series power |

`rdivide` |
Financial time series division |

`size` |
Number of dates and data series |

`subsasgn` |
Content assignment |

`subsref` |
Subscripted reference |

`times` |
Financial time series multiplication |

`uminus` |
Unary minus of financial time series object |

`uplus` |
Unary plus of financial time series object |

`vertcat` |
Concatenate financial time series objects vertically |

`cumsum` |
Cumulative sum |

`exp` |
Exponential values |

`hist` |
Histogram |

`log` |
Natural logarithm |

`log10` |
Common logarithm |

`log2` |
Base 2 logarithm |

`max` |
Maximum value |

`mean` |
Arithmetic average |

`min` |
Minimum value |

`std` |
Standard deviation |

`chfield` |
Change data series name |

`eq (fts)` |
Multiple financial times series object equality |

`extfield` |
Data series extraction |

`fetch` |
Data from financial time series object |

`fieldnames` |
Get names of fields |

`freqnum` |
Convert character vector frequency indicator to numeric frequency indicator |

`freqstr` |
Convert numeric frequency indicator to character vector representation |

`ftsbound` |
Start and end dates |

`ftsinfo` |
Financial time series object information |

`ftsuniq` |
Determine uniqueness |

`getfield` |
Content of specific field |

`getnameidx` |
Find name in list |

`iscompatible` |
Structural equality |

`isequal` |
Multiple object equality |

`isfield` |
Check whether character vector is field name |

`issorted` |
Check whether dates and times are monotonically increasing |

`rmfield` |
Remove data series |

`setfield` |
Set content of specific field |

`sortfts` |
Sort financial time series |

`ftstool` |
Financial Time Series app |

`ftsgui` |
Financial time series GUI |

`adosc` |
Accumulation/Distribution oscillator |

`chaikosc` |
Chaikin oscillator |

`macd` |
Moving Average Convergence/Divergence (MACD) |

`stochosc` |
Stochastic oscillator |

`tsaccel` |
Acceleration between times |

`tsmom` |
Momentum between times |

`chaikvolat` |
Chaikin volatility |

`fpctkd` |
Fast stochastics |

`spctkd` |
Slow stochastics |

`willpctr` |
Williams %R |

`negvolidx` |
Negative volume index |

`posvolidx` |
Positive volume index |

`rsindex` |
Relative Strength Index (RSI) |

`adline` |
Accumulation/Distribution line |

`bollinger` |
Time series Bollinger band |

`candle (fts)` |
Time series candle plot |

`hhigh` |
Highest high |

`highlow (fts)` |
Time series High-Low plot |

`llow` |
Lowest low |

`medprice` |
Median price |

`onbalvol` |
On-Balance Volume (OBV) |

`prcroc` |
Price rate of change |

`pvtrend` |
Price and Volume Trend (PVT) |

`typprice` |
Typical price |

`volroc` |
Volume rate of change |

`wclose` |
Weighted close |

`willad` |
Williams Accumulation/Distribution line |

`chartfts` |
Interactive display |

`ret2tick (fts)` |
Convert return series to price series for time series object |

`tick2ret (fts)` |
Convert price series to return series for time series object |

`cfconv` |
Cash flow convexity |

`cfdur` |
Cash-flow duration and modified duration |

`cfamounts` |
Cash flow and time mapping for bond portfolio |

`cfport` |
Portfolio form of cash flow amounts |

`cftimes` |
Time factors corresponding to bond cash flow dates |

`cfdates` |
Cash flow dates for fixed-income security |

`cfdatesq` |
Quasi-coupon dates for fixed-income security |

`cfprice` |
Compute price for cash flow given yield to maturity |

`cfplot` |
Visualize cash flows of financial instruments |

`cfspread` |
Compute spread over yield curve for cash flow |

`cfyield` |
Compute yield to maturity for cash flow given price |

`cfbyzero` |
Price cash flows from set of zero curves |

`tmfactor` |
Time factors of arbitrary dates |

`elpm` |
Compute expected lower partial moments for normal asset returns |

`emaxdrawdown` |
Compute expected maximum drawdown for Brownian motion |

`inforatio` |
Calculate information ratio for one or more assets |

`lpm` |
Compute sample lower partial moments of data |

`maxdrawdown` |
Compute maximum drawdown for one or more price series |

`portalpha` |
Compute risk-adjusted alphas and returns for one or more assets |

`sharpe` |
Compute Sharpe ratio for one or more assets |

`ecmnfish` |
Fisher information matrix |

`ecmmvnrfish` |
Fisher information matrix for multivariate normal regression model |

`ecmnhess` |
Hessian of negative log-likelihood function |

`ecmninit` |
Initial mean and covariance |

`ecmnobj` |
Multivariate normal negative log-likelihood function |

`ecmnmle` |
Mean and covariance of incomplete multivariate normal data |

`ecmnstd` |
Standard errors for mean and covariance of incomplete data |

`ecmmvnrstd` |
Evaluate standard errors for multivariate normal regression model |

`mvnrmle` |
Multivariate normal regression (ignore missing data) |

`ecmmvnrobj` |
Log-likelihood function for multivariate normal regression with missing data |

`ecmlsrmle` |
Least-squares regression with missing data |

`ecmlsrmle` |
Least-squares regression with missing data |

`mvnrfish` |
Fisher information matrix for multivariate normal or least-squares regression |

`mvnrobj` |
Log-likelihood function for multivariate normal regression without missing data |

`mvnrstd` |
Evaluate standard errors for multivariate normal regression model |

`convert2sur` |
Convert multivariate normal regression model to seemingly unrelated regression (SUR) model |

`abs2active` |
Convert constraints from absolute to active format |

`active2abs` |
Convert constraints from active to absolute format |

`arith2geom` |
Arithmetic to geometric moments of asset returns |

`corr2cov` |
Convert standard deviation and correlation to covariance |

`cov2corr` |
Convert covariance to standard deviation and correlation coefficient |

`geom2arith` |
Geometric to arithmetic moments of asset returns |

`holdings2weights` |
Portfolio holdings into weights |

`ret2tick` |
Convert return series to price series |

`tick2ret` |
Convert price series to return series |

`weights2holdings` |
Portfolio values and weights into holdings |

`lifetableconv` |
Convert life table series into life tables with forced termination |

`lifetablefit` |
Calibrate life table from survival data with parametric models |

`lifetablegen` |
Generate life table series from calibrated mortality model |

`bar, barh` |
Bar chart |

`bar3, bar3h` |
3-D bar chart |

`bolling` |
Bollinger band chart |

`candle` |
Candlestick chart |

`cfplot` |
Visualize cash flows of financial instruments |

`dateaxis` |
Convert serial-date axis labels to calendar-date axis labels |

`fanplot` |
Plot combined historical and forecast data to visualize possible outcomes |

`highlow` |
High, low, open, close chart |

`kagi` |
Kagi chart |

`linebreak` |
Line break chart |

`movavg` |
Leading and lagging moving averages chart |

`plot` |
Plot data series |

`pointfig` |
Point and figure chart |

`priceandvol` |
Price and volume chart |

`renko` |
Renko chart |

`volarea` |
Price and volume chart |

`Portfolio` |
Portfolio object for mean-variance portfolio optimization and analysis |

`PortfolioCVaR` |
PortfolioCVaR object for conditional value-at-risk portfolio optimization and analysis |

`PortfolioMAD` |
PortfolioMAD object for mean-absolute deviation portfolio optimization and analysis |

`Portfolio` |
Portfolio object for mean-variance portfolio optimization and analysis |

`Portfolio` |
Create Portfolio object for mean-variance portfolio optimization |

`setAssetList` |
Set up list of identifiers for assets |

`setInitPort` |
Set up initial or current portfolio |

`setDefaultConstraints` |
Set up portfolio constraints with nonnegative weights that sum to 1 |

`Portfolio` |
Portfolio object for mean-variance portfolio optimization and analysis |

`getAssetMoments` |
Obtain mean and covariance of asset returns from Portfolio object |

`setAssetMoments` |
Set moments (mean and covariance) of asset returns for Portfolio object |

`estimateAssetMoments` |
Estimate mean and covariance of asset returns from data |

`setCosts` |
Set up proportional transaction costs |

`Portfolio` |
Portfolio object for mean-variance portfolio optimization and analysis |

`addEquality` |
Add linear equality constraints for portfolio weights to existing constraints |

`addGroupRatio` |
Add group ratio constraints for portfolio weights to existing group ratio constraints |

`addGroups` |
Add group constraints for portfolio weights to existing group constraints |

`addInequality` |
Add linear inequality constraints for portfolio weights to existing constraints |

`getBounds` |
Obtain bounds for portfolio weights from portfolio object |

`getBudget` |
Obtain budget constraint bounds from portfolio object |

`getCosts` |
Obtain buy and sell transaction costs from portfolio object |

`getEquality` |
Obtain equality constraint arrays from portfolio object |

`getGroupRatio` |
Obtain group ratio constraint arrays from portfolio object |

`getGroups` |
Obtain group constraint arrays from portfolio object |

`getInequality` |
Obtain inequality constraint arrays from portfolio object |

`getOneWayTurnover` |
Obtain one-way turnover constraints from portfolio object |

`setGroups` |
Set up group constraints for portfolio weights |

`setInequality` |
Set up linear inequality constraints for portfolio weights |

`setBounds` |
Set up bounds for portfolio weights |

`setBudget` |
Set up budget constraints |

`setCosts` |
Set up proportional transaction costs |

`setDefaultConstraints` |
Set up portfolio constraints with nonnegative weights that sum to 1 |

`setEquality` |
Set up linear equality constraints for portfolio weights |

`setGroupRatio` |
Set up group ratio constraints for portfolio weights |

`setInitPort` |
Set up initial or current portfolio |

`setOneWayTurnover` |
Set up one-way portfolio turnover constraints |

`setTurnover` |
Set up maximum portfolio turnover constraint |

`setTrackingPort` |
Set up benchmark portfolio for tracking error constraint |

`setTrackingError` |
Set up maximum portfolio tracking error constraint |

`Portfolio` |
Portfolio object for mean-variance portfolio optimization and analysis |

`checkFeasibility` |
Check feasibility of input portfolios against portfolio object |

`estimateBounds` |
Estimate global lower and upper bounds for set of portfolios |

`Portfolio` |
Portfolio object for mean-variance portfolio optimization and analysis |

`estimateFrontier` |
Estimate specified number of optimal portfolios on the efficient frontier |

`estimateFrontierByReturn` |
Estimate optimal portfolios with targeted portfolio returns |

`estimateFrontierByRisk` |
Estimate optimal portfolios with targeted portfolio risks |

`estimateFrontierLimits` |
Estimate optimal portfolios at endpoints of efficient frontier |

`plotFrontier` |
Plot efficient frontier |

`estimateMaxSharpeRatio` |
Estimate efficient portfolio to maximize Sharpe ratio for Portfolio object |

`estimatePortMoments` |
Estimate moments of portfolio returns for Portfolio object |

`estimatePortReturn` |
Estimate mean of portfolio returns |

`estimatePortRisk` |
Estimate portfolio risk according to risk proxy associated with corresponding object |

`setSolver` |
Choose main solver and specify associated solver options for portfolio optimization |

`PortfolioCVaR` |
PortfolioCVaR object for conditional value-at-risk portfolio optimization and analysis |

`PortfolioCVaR` |
Create PortfolioCVaR object for conditional value-at-risk portfolio optimization |

`setAssetList` |
Set up list of identifiers for assets |

`setInitPort` |
Set up initial or current portfolio |

`setDefaultConstraints` |
Set up portfolio constraints with nonnegative weights that sum to 1 |

`setProbabilityLevel` |
Set probability level for VaR and CVaR calculations |

`PortfolioCVaR` |
PortfolioCVaR object for conditional value-at-risk portfolio optimization and analysis |

`getScenarios` |
Obtain scenarios from portfolio object |

`setScenarios` |
Set asset returns scenarios by direct matrix |

`estimateScenarioMoments` |
Estimate mean and covariance of asset return scenarios |

`simulateNormalScenariosByMoments` |
Simulate multivariate normal asset return scenarios from mean and covariance of asset returns |

`simulateNormalScenariosByData` |
Simulate multivariate normal asset return scenarios from data |

`setCosts` |
Set up proportional transaction costs |

`PortfolioCVaR` |
PortfolioCVaR object for conditional value-at-risk portfolio optimization and analysis |

`addEquality` |
Add linear equality constraints for portfolio weights to existing constraints |

`addGroupRatio` |
Add group ratio constraints for portfolio weights to existing group ratio constraints |

`addGroups` |
Add group constraints for portfolio weights to existing group constraints |

`addInequality` |
Add linear inequality constraints for portfolio weights to existing constraints |

`getBounds` |
Obtain bounds for portfolio weights from portfolio object |

`getBudget` |
Obtain budget constraint bounds from portfolio object |

`getCosts` |
Obtain buy and sell transaction costs from portfolio object |

`getEquality` |
Obtain equality constraint arrays from portfolio object |

`getGroupRatio` |
Obtain group ratio constraint arrays from portfolio object |

`getGroups` |
Obtain group constraint arrays from portfolio object |

`getInequality` |
Obtain inequality constraint arrays from portfolio object |

`getOneWayTurnover` |
Obtain one-way turnover constraints from portfolio object |

`setGroups` |
Set up group constraints for portfolio weights |

`setInequality` |
Set up linear inequality constraints for portfolio weights |

`setBounds` |
Set up bounds for portfolio weights |

`setBudget` |
Set up budget constraints |

`setCosts` |
Set up proportional transaction costs |

`setDefaultConstraints` |
Set up portfolio constraints with nonnegative weights that sum to 1 |

`setEquality` |
Set up linear equality constraints for portfolio weights |

`setGroupRatio` |
Set up group ratio constraints for portfolio weights |

`setInitPort` |
Set up initial or current portfolio |

`setOneWayTurnover` |
Set up one-way portfolio turnover constraints |

`setTurnover` |
Set up maximum portfolio turnover constraint |

`PortfolioCVaR` |
PortfolioCVaR object for conditional value-at-risk portfolio optimization and analysis |

`checkFeasibility` |
Check feasibility of input portfolios against portfolio object |

`estimateBounds` |
Estimate global lower and upper bounds for set of portfolios |

`PortfolioCVaR` |
PortfolioCVaR object for conditional value-at-risk portfolio optimization and analysis |

`estimateFrontier` |
Estimate specified number of optimal portfolios on the efficient frontier |

`estimateFrontierByReturn` |
Estimate optimal portfolios with targeted portfolio returns |

`estimateFrontierByRisk` |
Estimate optimal portfolios with targeted portfolio risks |

`estimateFrontierLimits` |
Estimate optimal portfolios at endpoints of efficient frontier |

`plotFrontier` |
Plot efficient frontier |

`estimatePortVaR` |
Estimate value-at-risk for PortfolioCVaR object |

`estimatePortStd` |
Estimate standard deviation of portfolio returns |

`estimatePortReturn` |
Estimate mean of portfolio returns |

`estimatePortRisk` |
Estimate portfolio risk according to risk proxy associated with corresponding object |

`setSolver` |
Choose main solver and specify associated solver options for portfolio optimization |

`PortfolioMAD` |
PortfolioMAD object for mean-absolute deviation portfolio optimization and analysis |

`PortfolioMAD` |
Create PortfolioMAD object for mean-absolute deviation portfolio optimization |

`setAssetList` |
Set up list of identifiers for assets |

`setInitPort` |
Set up initial or current portfolio |

`setDefaultConstraints` |
Set up portfolio constraints with nonnegative weights that sum to 1 |

`PortfolioMAD` |
PortfolioMAD object for mean-absolute deviation portfolio optimization and analysis |

`getScenarios` |
Obtain scenarios from portfolio object |

`setScenarios` |
Set asset returns scenarios by direct matrix |

`estimateScenarioMoments` |
Estimate mean and covariance of asset return scenarios |

`simulateNormalScenariosByMoments` |
Simulate multivariate normal asset return scenarios from mean and covariance of asset returns |

`simulateNormalScenariosByData` |
Simulate multivariate normal asset return scenarios from data |

`setCosts` |
Set up proportional transaction costs |

`PortfolioMAD` |
PortfolioMAD object for mean-absolute deviation portfolio optimization and analysis |

`addEquality` |
Add linear equality constraints for portfolio weights to existing constraints |

`addGroupRatio` |
Add group ratio constraints for portfolio weights to existing group ratio constraints |

`addGroups` |
Add group constraints for portfolio weights to existing group constraints |

`addInequality` |
Add linear inequality constraints for portfolio weights to existing constraints |

`getBounds` |
Obtain bounds for portfolio weights from portfolio object |

`getBudget` |
Obtain budget constraint bounds from portfolio object |

`getCosts` |
Obtain buy and sell transaction costs from portfolio object |

`getEquality` |
Obtain equality constraint arrays from portfolio object |

`getGroupRatio` |
Obtain group ratio constraint arrays from portfolio object |

`getGroups` |
Obtain group constraint arrays from portfolio object |

`getInequality` |
Obtain inequality constraint arrays from portfolio object |

`getOneWayTurnover` |
Obtain one-way turnover constraints from portfolio object |

`setGroups` |
Set up group constraints for portfolio weights |

`setInequality` |
Set up linear inequality constraints for portfolio weights |

`setBounds` |
Set up bounds for portfolio weights |

`setBudget` |
Set up budget constraints |

`setCosts` |
Set up proportional transaction costs |

`setDefaultConstraints` |
Set up portfolio constraints with nonnegative weights that sum to 1 |

`setEquality` |
Set up linear equality constraints for portfolio weights |

`setGroupRatio` |
Set up group ratio constraints for portfolio weights |

`setInitPort` |
Set up initial or current portfolio |

`setOneWayTurnover` |
Set up one-way portfolio turnover constraints |

`setTurnover` |
Set up maximum portfolio turnover constraint |

`PortfolioMAD` |
PortfolioMAD object for mean-absolute deviation portfolio optimization and analysis |

`checkFeasibility` |
Check feasibility of input portfolios against portfolio object |

`estimateBounds` |
Estimate global lower and upper bounds for set of portfolios |

`PortfolioMAD` |
PortfolioMAD object for mean-absolute deviation portfolio optimization and analysis |

`estimateFrontier` |
Estimate specified number of optimal portfolios on the efficient frontier |

`estimateFrontierByReturn` |
Estimate optimal portfolios with targeted portfolio returns |

`estimateFrontierByRisk` |
Estimate optimal portfolios with targeted portfolio risks |

`estimateFrontierLimits` |
Estimate optimal portfolios at endpoints of efficient frontier |

`plotFrontier` |
Plot efficient frontier |

`estimatePortStd` |
Estimate standard deviation of portfolio returns |

`estimatePortReturn` |
Estimate mean of portfolio returns |

`estimatePortRisk` |
Estimate portfolio risk according to risk proxy associated with corresponding object |

`setSolver` |
Choose main solver and specify associated solver options for portfolio optimization |

`ewstats` |
Expected return and covariance from return time series |

`frontier` |
Rolling efficient frontier |

`portalloc` |
Optimal capital allocation to efficient frontier portfolios |

`portror` |
Portfolio expected rate of return |

`selectreturn` |
Portfolio configurations from 3-D efficient frontier |

`targetreturn` |
Portfolio weight accuracy |

`portrand` |
Randomized portfolio risks, returns, and weights |

`portopt` |
Portfolios on constrained efficient frontier |

`portsim` |
Monte Carlo simulation of correlated asset returns |

`portstats` |
Portfolio expected return and risk |

`portvar` |
Variance for portfolio of assets |

`portvrisk` |
Portfolio value at risk (VaR) |

`periodicreturns` |
Periodic total returns from total return prices |

`totalreturnprice` |
Total return price time series |

`transprob` |
Estimate transition probabilities from credit ratings data |

`transprobbytotals` |
Estimate transition probabilities using totals structure input |

`transprobgrouptotals` |
Aggregate credit ratings information into fewer rating categories |

`transprobprep` |
Preprocess credit ratings data to estimate transition probabilities |

`transprobfromthresholds` |
Convert from credit quality thresholds to transition probabilities |

`transprobtothresholds` |
Convert from transition probabilities to credit quality thresholds |

`creditscorecard` |
Build credit scorecard model |

`creditscorecard` |
Create creditscorecard object |

`autobinning` |
Perform automatic binning of given predictors |

`bininfo` |
Return predictor's bin information |

`predictorinfo` |
Summary of credit scorecard predictor properties |

`modifybins` |
Modify predictor's bins |

`modifypredictor` |
Set properties of credit scorecard predictors |

`bindata` |
Binned predictor variables |

`plotbins` |
Plot histogram counts for predictor variables |

`fitmodel` |
Fit logistic regression model to Weight of Evidence (WOE) data |

`setmodel` |
Set model predictors and coefficients |

`displaypoints` |
Return points per predictor per bin |

`formatpoints` |
Format scorecard points and scaling |

`score` |
Compute credit scores for given data |

`probdefault` |
Likelihood of default for given data set |

`validatemodel` |
Validate quality of credit scorecard model |

`cdsbootstrap` |
Bootstrap default probability curve from credit default swap market quotes |

`cdsprice` |
Determine price for credit default swap |

`cdsspread` |
Determine spread of credit default swap |

`cdsrpv01` |
Compute risky present value of a basis point for credit default swap |

`creditexposures` |
Compute credit exposures from contract values |

`exposureprofiles` |
Compute exposure profiles from credit exposures |

`disc2zero` |
Zero curve given discount curve |

`fwd2zero` |
Zero curve given forward curve |

`prbyzero` |
Price bonds in portfolio by set of zero curves |

`pyld2zero` |
Zero curve given par yield curve |

`zbtprice` |
Zero curve bootstrapping from coupon bond data given price |

`zbtyield` |
Zero curve bootstrapping from coupon bond data given yield |

`zero2disc` |
Discount curve given zero curve |

`zero2fwd` |
Forward curve given zero curve |

`zero2pyld` |
Par yield curve given zero curve |

`bndprice` |
Price fixed-income security from yield to maturity |

`bndspread` |
Static spread over spot curve |

`bndtotalreturn` |
Total return of fixed-coupon bond |

`floatmargin` |
Margin measures for floating-rate bond |

`floatdiscmargin` |
Discount margin for floating-rate bond |

`prdisc` |
Price of discounted security |

`prmat` |
Price with interest at maturity |

`prtbill` |
Price of Treasury bill |

`acrubond` |
Accrued interest of security with periodic interest payments |

`acrudisc` |
Accrued interest of discount security paying at maturity |

`beytbill` |
Bond equivalent yield for Treasury bill |

`bndyield` |
Yield to maturity for fixed-income security |

`discrate` |
Bank discount rate of money market security |

`tbl2bond` |
Treasury bond parameters given Treasury bill parameters |

`tr2bonds` |
Term-structure parameters given Treasury bond parameters |

`ylddisc` |
Yield of discounted security |

`yldmat` |
Yield with interest at maturity |

`yldtbill` |
Yield of Treasury bill |

`bndconvp` |
Bond convexity given price |

`bndconvy` |
Bond convexity given yield |

`bnddurp` |
Bond duration given price |

`bnddury` |
Bond duration given yield |

`bndkrdur` |
Bond key rate duration given zero curve |

`cdai` |
Accrued interest on certificate of deposit |

`cdprice` |
Price of certificate of deposit |

`cdyield` |
Yield on certificate of deposit (CD) |

`tbilldisc2yield` |
Convert Treasury bill discount to equivalent yield |

`tbillprice` |
Price Treasury bill |

`tbillrepo` |
Break-even discount of repurchase agreement |

`tbillval01` |
Value of one basis point |

`tbillyield` |
Yield on Treasury bill |

`tbillyield2disc` |
Convert Treasury bill yield to equivalent discount |

`binprice` |
Binomial put and call pricing |

`blkimpv` |
Implied volatility for futures options from Black model |

`blkprice` |
Black model for pricing futures options |

`blsdelta` |
Black-Scholes sensitivity to underlying price change |

`blsgamma` |
Black-Scholes sensitivity to underlying delta change |

`blsimpv` |
Black-Scholes implied volatility |

`blslambda` |
Black-Scholes elasticity |

`blsprice` |
Black-Scholes put and call option pricing |

`blsrho` |
Black-Scholes sensitivity to interest rate change |

`blstheta` |
Black-Scholes sensitivity to time-until-maturity change |

`blsvega` |
Black-Scholes sensitivity to underlying price volatility |

`opprofit` |
Option profit |

`sde` |
Stochastic Differential Equation (SDE) model |

`bm` |
Brownian motion models |

`cev` |
Constant Elasticity of Variance (CEV) models |

`cir` |
Cox-Ingersoll-Ross mean-reverting square root diffusion models |

`diffusion` |
Diffusion-rate model component |

`drift` |
Drift-rate model component |

`gbm` |
Geometric Brownian motion model |

`heston` |
Heston model |

`hwv` |
Hull-White/Vasicek Gaussian Diffusion model |

`sdeddo` |
Stochastic Differential Equation (SDE) model from Drift and Diffusion components |

`sdeld` |
SDE with Linear Drift model |

`sdemrd` |
SDE with Mean-Reverting Drift model |

`sde` |
Construct SDE model from user-specified functions |

`bm` |
Construct Brownian motion models |

`cev` |
Construct Constant Elasticity of Variance (CEV) models |

`cir` |
Construct Cox-Ingersoll-Ross mean-reverting square root diffusion models |

`drift` |
Construct drift-rate model components |

`diffusion` |
Construct diffusion-rate model components |

`gbm` |
Construct GBM model |

`heston` |
Construct Heston model |

`hwv` |
Construct HWV model |

`sdeddo` |
Construct sdeddo model from Drift and Diffusion objects |

`sdeld` |
Construct stochastic differential equation from linear drift-rate models |

`sdemrd` |
Construct stochastic differential equation from mean-reverting drift-rate models |

`ts2func` |
Convert time series arrays to functions of time and state |

`sde` |
Stochastic Differential Equation (SDE) model |

`bm` |
Brownian motion models |

`cev` |
Constant Elasticity of Variance (CEV) models |

`cir` |
Cox-Ingersoll-Ross mean-reverting square root diffusion models |

`diffusion` |
Diffusion-rate model component |

`drift` |
Drift-rate model component |

`gbm` |
Geometric Brownian motion model |

`heston` |
Heston model |

`hwv` |
Hull-White/Vasicek Gaussian Diffusion model |

`sdeddo` |
Stochastic Differential Equation (SDE) model from Drift and Diffusion components |

`sdeld` |
SDE with Linear Drift model |

`sdemrd` |
SDE with Mean-Reverting Drift model |

`simulate` |
Simulate multivariate stochastic differential equations (SDEs) |

`simByEuler` |
Euler simulation of stochastic differential equations (SDEs) |

`simBySolution` |
Simulate approximate solution of diagonal-drift GBM processes |

`simBySolution` |
Simulate approximate solution of diagonal-drift HWV processes |

`interpolate` |
Brownian interpolation of stochastic differential equations |

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