Classes in Financial Instruments Toolbox

By Category | Alphabetical List

HullWhite1F Create Hull-White one-factor model
IRBootstrapOptions Construct specific options for bootstrapping interest-rate curve object
IRDataCurve Construct interest-rate curve object from dates and data
IRFitOptions Construct specific options for fitting interest-rate curve object
IRFunctionCurve Construct interest-rate curve object from function handle or function and fit to market data
LiborMarketModel Create LIBOR Market Model
LinearGaussian2F Create two-factor additive Gaussian interest-rate model
numerix Create numerix object to set up Numerix CAIL environment
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