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Portfolio Valuation

Manage portfolios of instruments, perform portfolio hedging and rebalancing

Functions

instadd Add types to instrument collection
instaddfield Add new instruments to instrument collection
instdelete Complement of instrument set by matching conditions
instdisp Display instruments
instfields List field names
instfind Search instruments for matching conditions
instget Data from instrument variable
instgetcell Data and context from instrument variable
instlength Count instruments
instselect Create instrument subset by matching conditions
instsetfield Add or reset data for existing instruments
insttypes List types
intenvset Set properties of interest-rate structure
hedgeopt Allocate optimal hedge for target costs or sensitivities
hedgeslf Self-financing hedge
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