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Supported Interest-Rate Instruments

Price interest-rate derivatives using functions for tree models, closed form, or Monte Carlo simulation

For information on interest-rate instruments, see Supported Interest-Rate Instrument Functions.


Supported Interest-Rate Instrument Functions

Interest-rate instrument functions supported by Financial Instruments Toolbox™.

Mapping Financial Instruments Toolbox Functions to Object-Based Framework for Instruments, Models, and Pricers

Mapping functions to a workflow using objects for instruments, models, and pricers.