Financial Toolbox™ 3.4

Latest Features

Version 3.4

Released: 01 Mar 2008
 

Version 3.4, part of Release 2008a, includes the following enhancements:

• Support for actual/365 (ISDA)
• Enhanced mean-variance portfolio optimization based on linear complementarity programming
• Support for ret2tick or tick2ret functions for financial time series objects
• Support for additional descriptive statistics functions for financial times series objects
• Support for new chart types

See the Release Notes for details.

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Version 3.3

Released: 01 Sep 2007
 

Version 3.3, part of Release 2007b, includes the following enhancements:

• Support for financialcalendar.com trading calendars
• Support for 30/360 (ISMA) basis as a variant of 30/360E with annual compounding
• Diagonal covariance matrix support added for multivariate normal regression

See the Release Notes for details.

Version 3.2

Released: 01 Mar 2007
 

Version 3.2, part of Release 2007a, includes the following enhancements:

• Support for fixed-income computations using International Securities Market Association (ISMA) basis
• Support for basis computations that use the International Securities Market Association (ISMA) convention, allowing fixed income and derivatives pricing using ISMA basis in all toolboxes

See the Release Notes for details.

Version 3.1

Released: 01 Sep 2006
 

Version 3.1, part of Release 2006b, includes the following enhancements:

• New functions for computing common investment performance and risk-adjusted metrics: sharpe, inforatio, portalpha, lpm, elpm
• New graphical user interface (ftstool) to support loading, manipulation, and analysis of time series (FINTS) objects (interoperates with Database
• Toolbox, Datafeed Toolbox, Financial Time Series GUI (ftsgui), and chartfts interface

See the Release Notes for details.

Version 3.0

Released: 01 Mar 2006
 

Version 3, part of Release 2006a, includes the following enhancements:

• Tools for examining the time-evolution of efficient portfolio allocations
• Support for computing maximum drawdown and expected maximum drawdown
• Tools for performing multivariate normal regression with or without missing data

See the Release Notes for details.

Version 2.5

Released: 01 Sep 2005
 

Version 2.5, part of MathWorks Release 14 with Service Pack 3, includes the following enhancements:

• New routines to compute the mean and covariance of multivariate data with missing values that use the Expectation Conditional Maximization (ECM) algorithm

See the Release Notes for details.

Version 2.4.3

Released: 07 Mar 2005
 

Version 2.4.3, part of MathWorks Release 14 with Service Pack 2, includes bug fixes. See the Release Notes for details.

Version 2.4.2

Released: 22 Sep 2004
 

Version 2.4.2 includes bug fixes.

Version 2.4.1

Released: 12 Aug 2004
 

Version 2.4.1 includes bug fixes.

Version 2.4

Released: 02 Jun 2004
 

Version 2.4 includes bug fixes and supports the new functionality in the Financial Derivatives Toolbox.

Version 2.3

Released: 01 May 2003
 

Version 2.3 includes bug fixes and supports the new functionality in the Fixed-Income Toolbox.