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| R2011b Documentation → Fixed-Income Toolbox | |
Learn more about Fixed-Income Toolbox |
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| Contents | Index |
This table summarizes what's new in Version 1.8 (R2009b):
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:
Support for the following types of bond futures:
U.S. Treasury bonds and notes
German Bobl, Bund, Buxl, and Schatz
U.K. Gilts
Japanese government bonds (JGBs)
The functions for bond futures are:
Function | Purpose |
|---|---|
Additional support for new Convention values for German Bobl, Bund, Buxl, and Schatz, U.K. Gilts, and JGBs. | |
Price of a bond future given repo rates. | |
Implied repo rates for a bond future given price. |
For more information, see Bond Futures in Fixed-Income Toolbox™ User's Guide documentation.
Support for the Basis day-count convention for BUS/252. BUS/252 is the number of business days between the previous coupon payment and the settlement data divided by 252. BUS/252 business days are non-weekend, non-holiday days. The holidays.m file defines holidays.
 | Version 1.9 (R2010a) Fixed-Income Toolbox Software | Version 1.7 (R2009a) Fixed-Income Toolbox Software |  |
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