Fixed-Income Toolbox™ 1.5

Product Description

• Introduction and Key Features
• Mortgage Pools and Balloon Mortgages
• Debt Instruments
• Derivatives Securities

Introduction

The Fixed-Income Toolbox extends MATLAB® with functions for fixed-income modeling and analysis. You can use the toolbox to determine the price, yield, and cash flow for many types of fixed-income securities, including mortgage-backed securities, corporate bonds, treasury bonds, municipal bonds, certificates of deposit, and treasury bills. The Fixed-Income Toolbox also enables you to work with derivatives, including swaps, convertible bonds, and treasury futures. The built-in functions can be used to create customized fixed-income models based on mortgage-backed securities and debt instruments.
 

Key Features

• Calculates the price and yield for generic fixed-rate mortgage pools and balloon mortgages
• Determines the price, yield, discount rate, and cash-flow schedule for debt instruments, including treasury bills, zero-coupon bonds, and stepped-coupon bonds
• Calculates swap rates and sensitivities