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| R2012a Documentation → Fixed-Income Toolbox | |
Learn more about Fixed-Income Toolbox |
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| Contents | Index |
This table summarizes what's new in Version 2.1 (R2011a):
New Features and Changes | Version Compatibility Considerations | Fixed Bugs and Known Problems |
|---|---|---|
| Yes Details below | No | Bug
Reports |
New feature and changes introduced in this version are:
cbprice is updated to support:
Put options using the new arguments PutType and PutInfo.
Continuous dividend yield using DividendType to specify the dividend yield of a convertible bond instead of discrete dividend payments.
Variable coupon support to specify different coupons for a bond at different times using CouponRate.
Support for a new argument ConvInfo to specify a no exercise period when the bond is not convertible.
Support for cdsoptprice to compute the price of payer and receiver credit default swaptions.
 | Version 2.2 (R2011b) Fixed-Income Toolbox Software | Version 2.0 (R2010b) Fixed-Income Toolbox Software |  |
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