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Fixed-Income Toolbox 1.8

Product Description

Introduction

The Fixed-Income Toolbox extends MATLABĀ® 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.
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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
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