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Financial Instruments Toolbox Classes

Alphabetical List By Category

Yield Curves

Bootstrap from Market Data

IRDataCurveConstruct interest-rate curve object from dates and data
IRBootstrapOptionsConstruct specific options for bootstrapping interest-rate curve object

Estimate Model Parameters

IRFunctionCurveConstruct interest-rate curve object from function handle or function and fit to market data
IRFitOptionsConstruct specific options for fitting interest-rate curve object

Interest-Rate Instruments

Price Using Monte Carlo Simulation

LiborMarketModelCreate LIBOR Market Model
LinearGaussian2FCreate two-factor additive Gaussian interest-rate model
HullWhite1FCreate Hull-White one-factor model

Numerix Interface

numerixCreate numerix object to set up Numerix CAIL environment
numerixCrossAssetCreate numerixCrossAsset object to set up Numerix CAIL environment
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