Financial Instruments Toolbox™ class structure supports interest-rate curve objects.
This example demonstrates analyzing German Euro-Bund futures traded on Eurex.
instadd function to create
an instrument portfolio or to add new instruments to an existing portfolio.
You can create instruments and manage a collection of instruments as a portfolio.
Generic fixed-rate mortgage pools and balloon mortgages have pass-through certificates (PC) that typically have embedded call options in the form of prepayment.