Examples

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Use this list to find examples in the documentation.

Bond Examples

Single Bond Example
Bond Portfolio Example

Portfolio Examples

Efficient Frontier Example
Optimal Risky Portfolio Example
Constraint Specification

Portfolio Object Examples

Asset Allocation Example

Estimation of Transition Probabilities

Estimate Transition Probabilities
Estimate t-Year Default Probabilities

Estimating Transition Probabilities for Different Rating Scales

Estimate Transition Probabilities for Different Rating Scales

Financial Statistics

Example of Portfolios with Missing Data
Capital Asset Pricing Model

Sample Programs

Sensitivity of Bond Prices to Changes in Interest Rates
Constructing a Bond Portfolio to Hedge Against Duration and Convexity
Sensitivity of Bond Prices to Parallel Shifts in the Yield Curve
Sensitivity of Bond Prices to Nonparallel Shifts in the Yield Curve
Constructing Greek-Neutral Portfolios of European Stock Options
Term Structure Analysis and Interest Rate Swap Pricing

Graphics Programs

Plotting an Efficient Frontier
Plotting Sensitivities of an Option
Plotting Sensitivities of a Portfolio of Options

Charting Financial Time Series

Using chartfts

Indexing Financial Time Series

Indexing with Date Strings
Indexing with Date String Range
Indexing with Integers
Indexing When Time-of-Day Data Is Present

Financial Time Series Demonstration Program

Financial Time Series Example

Financial Time Series Graphical User Interface Examples

Fill Missing Data
Frequency Conversion
Analysis Menu
Graphs Menu

Technical Analysis

Moving Average Convergence/Divergence (MACD)
Williams %R
Relative Strength Index (RSI)
Relative Strength Index (RSI))

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