Financial Derivatives Toolbox 5.2
Latest Features
Version 5.2
Released: 01 Mar 2008Version 5.2, part of Release 2008a, includes the following enhancements:
- Support for actual/365 (ISDA)
- Support for pricing callable and puttable bonds
See the Release Notes for details.
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Version 5.1
Released: 01 Sep 2007Version 5.1, part of Release 2007b, includes the following enhancements:
- New support for pricing and sensitivity computations of swaptions
- Support for 30/360 (ISMA) basis as a variant of 30/360E with annual compounding
See the Release Notes for details.
Version 5.0
Released: 01 Mar 2007Version 5.0, part of Release 2007a, includes the following enhancements:
- Support for pricing and sensitivity computations using trinomial and implied trinomial trees
- Support for financial derivatives computations using International Securities Market Association (ISMA) basis
See the Release Notes for details.
Version 4.1
Released: 01 Sep 2006Version 4.1, part of Release 2006b, includes bug fixes.
See the Release Notes for details.
Version 4.0.1
Released: 01 Mar 2006Version 4.0.1, part of Release 2006a, includes minor enhancements. See the Release Notes for details.
Version 4.0
Released: 01 Sep 2005- Support for Black-Karasinski (BK) and Hull-White (HW) interest rate models
- Support for recombining trinomial trees, used in conjunction with the BK and HW models
- Enhanced
treeviewerfunction
See the Release Notes for details.
Version 3.0.1
Released: 22 Sep 2004Version 3.0.1 includes bug fixes.
Version 3.0
Released: 02 Jun 2004The Financial Derivatives Toolbox extends the Financial Toolbox with components to analyze fixed-income and equity derivatives and portfolios. It enables you to calculate prices and sensitivities of derivatives, perform hedging analyses, and visualize the results. New features include:
- Cox-Ross-Rubinstein and Equal Probability models for computing the prices and dollar sensitivities of exotic equity options, including Bermuda, compound, barrier, Asian, and lookback
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