Version 3.8 (R2010b) Financial Toolbox Software

This table summarizes what's new in Version 3.8 (R2010b):

New Features and Changes	Version Compatibility Considerations	Fixed Bugs and Known Problems
Yes Details below	No	Bug Reports

New features and changes introduced in this version are:

• Estimation of Transition Probabilities for Credit Risk

• Improved Performance in Portfolio Optimization Functions

• New Demo for Credit Rating

• New Input and Output Options for Swap Functionality

Estimation of Transition Probabilities for Credit Risk

Support for estimation of transition matrices based on credit-migration history using both cohort and duration methods. For more information, see transprob, transprobbytotals, and Estimation of Transition Probabilities.

Improved Performance in Portfolio Optimization Functions

portopt is enhanced for improved speed. Specifically, a broader class of problems now uses the faster linear complementarity programming (LCP) algorithm to obtain portfolios on the efficient frontier.

New Demo for Credit Rating

A new demo shows how to use Statistics Toolbox functions to support credit ratings. Run the demo at the MATLAB command line by entering:

echodemo demo_creditrating

New Input and Output Options for Swap Functionality

cfamounts is enhanced to support new parameter/value pairs for swap functionality.

Version 4.0 (R2011a) Financial Toolbox Software

Version 3.7.1 (R2010a) Financial Toolbox Software

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