Version 5.6 (R2010b) Financial Derivatives Toolbox Software

This table summarizes what's new in Version 5.6 (R2010b):

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

New features and changes introduced in this version are:

• Support for Leisen-Reimer Binomial Trees for Option Valuation

• New Input and Output Options for Interest-Rate Swap Functionality

Support for Leisen-Reimer Binomial Trees for Option Valuation

Support for Leisen-Reimer binomial trees enables modeling of equity options using fewer steps with minimal oscillating behavior:

Function	Purpose
lrtree	Build a Leisen-Reimer stock tree.
lrtimespec	Specify a time structure for a Leisen-Reimer binomial tree.
optstockbylr	Price options on stocks using the Leisen-Reimer binomial tree model.
optstocksensbylr	Calculate option prices and sensitivities using the Leisen-Reimer binomial tree model.

New Input and Output Options for Interest-Rate Swap Functionality

The following functions are enhanced to support new name-value pair arguments:

• bondbyzero

• fixedbyzero

• floatbyzero

• swapbyzero

In addition, swapbyzero supports new outputs for cash flows, cash flow dates, and accrued interest.

Version 5.7 (R2011a) Financial Derivatives Toolbox Software

Version 5.5.1 (R2010a) Financial Derivatives Toolbox Software

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