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Price Using Term Structure

Price instrument using interest-rate term structure


bondbyzero Price bond from set of zero curves
cfbyzero Price cash flows from set of zero curves
fixedbyzero Price fixed-rate note from set of zero curves
floatbyzero Price floating-rate note from set of zero curves
intenvprice Price instruments from set of zero curves
intenvsens Instrument price and sensitivities from set of zero curves
swapbyzero Price swap instrument from set of zero curves and price cross-currency swaps
floatmargin Margin measures for floating-rate bond
floatdiscmargin Discount margin for floating-rate bond

Examples and How To

Pricing Using Interest-Rate Term Structure

Computation of prices and sensitivities using interest-rate curves.


Understanding the Interest-Rate Term Structure

The interest-rate term structure represents the evolution of interest rates through time.

Floating-Rate Note with Options

Financial Instruments Toolbox™ supports three types of put and call options on floating rate-notes.

Floating-Rate Note with Embedded Options

A floating-rate note with an embedded option enables floating-rate notes to have early redemption features.

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