This is machine translation

Translated by Microsoft
Mouseover text to see original. Click the button below to return to the English verison of the page.

Note: This page has been translated by MathWorks. Please click here
To view all translated materals including this page, select Japan from the country navigator on the bottom of this page.

Financial Instruments Toolbox Classes

Alphabetical List By Category

Yield Curves

Bootstrap from Market Data

IRDataCurve Construct interest-rate curve object from dates and data
IRBootstrapOptions Construct specific options for bootstrapping interest-rate curve object

Estimate Model Parameters

IRFunctionCurve Construct interest-rate curve object from function handle or function and fit to market data
IRFitOptions Construct specific options for fitting interest-rate curve object

Interest-Rate Instruments

Price Using Monte Carlo Simulation

HullWhite1F Create Hull-White one-factor model
LinearGaussian2F Create two-factor additive Gaussian interest-rate model
LiborMarketModel Create LIBOR Market Model

Numerix Interface

numerix Create numerix object to set up Numerix CAIL environment
numerixCrossAsset Create numerixCrossAsset object to set up Numerix CAIL environment
Was this topic helpful?