Financial Derivatives Toolbox
Product Description
- Introduction and Key Features
- Working with Equity Options
- Working with Fixed-Income Instruments
- Creating Portfolios and Hedging Strategies
Working with Fixed-Income Instruments
Financial Derivatives Toolbox includes functions for finding the prices and sensitivities of several financial instruments based on interest-rate curves. You can apply the functions to a portfolio of different types of instruments or to groups of instruments of the same type.
The toolbox also provides functions that use the Heath-Jarrow-Morton (HJM), Black-Derman-Toy (BDT), Black-Karasinski (BK), and Hull-White (HW) models to compute prices and sensitivities for other financial instruments.
Financial Derivatives Toolbox supports the following fixed-income instruments:
- Bonds and options on bonds
- Arbitrary cash flows
- Fixed-rate and floating-rate notes
- Caps and floors
- Vanilla swaps
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