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Financial Toolbox

Portfolio Optimization

Portfolio Optimization

Calculate mean-variance portfolios with tracking error constraint

Credit Scorecards

Credit Scorecards

Set predictor types to numeric or categorical and view summary information

Transition Probability Estimates

Transition Probability Estimates

Enter data using table input

Simple Interest Convention

Simple Interest Convention

Calculate zero, forward, and discount curves using simple interest

Latest Releases

R2016a (Version 5.7) - 3 Mar 2016

Version 5.7, part of Release 2016a, includes the following enhancements:

  • Date and Time: datetime support for calendar functions

See the Release Notes for details.

R2015b (Version 5.6) - 3 Sep 2015

Version 5.6, part of Release 2015b, includes the following enhancements:

  • Portfolio Optimization: Calculate mean-variance portfolios with tracking error constraint
  • Credit Scorecards: Set predictor types to numeric or categorical and view summary information
  • Transition Probability Estimates: Enter data using table input
  • Simple Interest Convention: Calculate zero, forward, and discount curves using simple interest

See the Release Notes for details.

R2015a (Version 5.5) - 5 Mar 2015

Version 5.5, part of Release 2015a, includes the following enhancements:

  • Credit scorecard enhancements for model validation, a binning algorithm, and probability of default computation
  • Life table calibration and simulation for insurance

See the Release Notes for details.

R2014b (Version 5.4) - 2 Oct 2014

Version 5.4, part of Release 2014b, includes the following enhancements:

  • Credit scorecard functionality
  • Performance improvements to CVaR portfolio optimization when using the fmincon function
  • Performance improvements to SDE Monte Carlo simulation for models with constant parameter or deterministic function of time
  • Fan chart visualization function

See the Release Notes for details.

R2014a (Version 5.3) - 6 Mar 2014

Version 5.3, part of Release 2014a, includes the following enhancements:

  • SDE functions moved to Financial Toolbox from Econometrics Toolbox
  • Performance enhancements to SDE Monte Carlo simulation functions

See the Release Notes for details.