Financial Toolbox 4.1

Latest Features

Version 4.1

Released: 1 Sep 2011
 

Version 4.1, part of Release 2011b, includes the following enhancements:

• Portfolio optimization with Sharpe ratio maximization and one-way turnover constraints
• Forecasting and stress testing of corporate default rates demo
• Cash flow and time mapping for bond portfolios with variable coupon rates and variable face values
• Transition probability functions for credit quality thresholds, nonsquare matrices, and user-defined ratings

See the Release Notes for details.

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Version 4.0

Released: 8 Apr 2011
 

Version 4.0, part of Release 2011a, includes the following enhancements:

• Object-oriented portfolio optimization solver
• Methods for portfolio optimization with transaction costs and turnover constraints
• Tools for troubleshooting portfolio optimization problem definition and solutions

See the Release Notes for details.

Version 3.8

Released: 3 Sep 2010
 

Version 3.8, part of Release 2010b, includes the following enhancements:

• New demo for credit-rating workflow, including data access, classifier training, back-testing, and report generation
• Transition matrix support for credit risk
• Enhanced performance in portfolio optimization functions

See the Release Notes for details.

Version 3.7.1

Released: 5 Mar 2010
 

Version 3.7.1, part of Release 2010a, includes bug fixes.

See the Release Notes for details.

Version 3.7

Released: 4 Sep 2009
 

Version 3.7, part of Release 2009b, includes the following enhancements:

• Business/252 day-count convention
• Upgrade to bond price and yield functionality
• Upgrade to NYSE holidays

See the Release Notes for details.