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Instrument Creation

Create instruments for equity options


instasian Construct Asian option
instbarrier Construct barrier option
instcbond Construct CBond instrument for convertible bond
instcompound Construct compound option
instlookback Construct lookback option
instoptstock Construct stock option

Examples and How To

Pricing Equity Derivatives Using Trees

Pricing functions calculate the price of any set of supported instruments based on a binary equity price tree, an implied trinomial price tree, or a standard trinomial tree.

Computing Equity Instrument Sensitivities

The delta, gamma, and vega sensitivities that the toolbox computes are dollar sensitivities.

Instrument Construction and Portfolio Management

You can create instruments and manage a collection of instruments as a portfolio.


Supported Equity Derivatives

Equity derivative instruments supported by Financial Instruments Toolbox™.

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