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Results for product_base_code:"Financial Instruments Toolbox" (56 results)

Results 1 - 50 of 56

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backtestEngine / runBacktest speed of execution / parallelisation

Asked by Andy on 20 Apr 2024 at 15:04

Simulink Simulink Supported Hardware LEGO MINDSTORMS EV3 Hardware

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answer

0 votes
30 views

backtestStrategy: rebalance function keeps track of past & current open position

Asked by Andy on 24 Mar 2024

Latest activity Edited by Andy on 20 Apr 2024 at 10:29

Computational Finance Financial Toolbox Portfolio Optimization and Asset Allocation

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answer

0 votes
2 views

How to calculate risk indicator for a portfolio as Upside Portfolio Ratio, Sterling Ratio, Omega Ratio, Volatility, MAR?

Asked by Mattia Smanio on 26 Apr 2023

Latest activity Answered by Shivam Lahoti on 3 Jan 2024

Computational Finance Financial Toolbox Portfolio Optimization and Asset Allocation

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answer

0 votes
26 views

Update values in a timetable with values and matching dates from a different timetable.

Asked by Max Simonelli on 19 Feb 2022

Latest activity Answered by Sufiyan on 21 Dec 2023

MATLAB Language Fundamentals Data Types Time Series Time Series Objects

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answers

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calling asianbylevy for asian options with a start average date

Asked by Alvaro Mariani on 26 Oct 2023

Latest activity Edited by Alvaro Mariani on 26 Oct 2023

MATLAB

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answers

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5 views

How can I use Svensson parameters received from the national bank to construct the IR curve?

Asked by Kevin Wolter on 27 Jun 2022

Latest activity Commented on by Neelanshu on 11 Oct 2023

Computational Finance Financial Instruments Toolbox Price Instruments Using Functions Yield Curves

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answer

0 votes
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How the oasbyhw function supports for stepped coupon bonds

Asked by MathWorks Support Team on 13 Jul 2020

Latest activity Edited by MathWorks Support Team on 15 Nov 2022

Accepted Answer by MathWorks Support Team

Computational Finance Financial Instruments Toolbox Price Instruments Using Functions Yield Curves Bootstrap from Market Data

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answer

0 votes
18 views

Extract annualized returns from daily stock returns timetable

Asked by CdC on 21 Jul 2022

Latest activity Answered by dpb on 23 Jul 2022

MATLAB Language Fundamentals Data Types Time Series Time Series Objects

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answer

0 votes
2 views

What is the difference between the 'IRDataCurve' object and 'ratecurve' object?

Asked by MathWorks Support Team on 23 Mar 2022

Latest activity Answered by MathWorks Support Team on 7 Apr 2022

Accepted Answer by MathWorks Support Team

Computational Finance Financial Instruments Toolbox Price Interest-Rate Instruments

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answers

0 votes
9 views

Financial Toolbox: Nelson Siegel & Svensson Fit Issue

Asked by RajR on 30 Sep 2021

Latest activity Edited by RajR on 1 Oct 2021

Computational Finance Financial Toolbox Price and Analyze Financial Instruments

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answers

0 votes
1 view

Fints - extract x years historical prices

Asked by lao on 13 Sep 2021

MATLAB

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answers

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How to use yield to maturity to price bond

Asked by Victor Curtis Lartey on 21 Jul 2021

Computational Finance Financial Toolbox Price and Analyze Financial Instruments

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answers

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What is the Valuation/Settlement date used when using modular objects

Asked by David Teixé on 29 Apr 2021

Computational Finance Financial Instruments Toolbox Price Equity, FX, Commodity, or Energy Instruments

1

answer

0 votes
3 views

RESET POP-UP menu

Asked by Paula Rozo on 4 Apr 2021

Latest activity Answered by Pratheek Punchathody on 8 Apr 2021

MATLAB App Building Develop Apps Using App Designer

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answer

0 votes
4 views

How do I calibrate G2++ model parameters to market data using Financial Instruments Toolbox?

Asked by MathWorks Support Team on 30 Oct 2020

Latest activity Answered by MathWorks Support Team on 2 Feb 2021

Accepted Answer by MathWorks Support Team

Computational Finance Financial Instruments Toolbox Price Instruments Using Functions Yield Curves

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answers

0 votes
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creating multiple IRDataCurve object

Asked by Alexander Miniovich on 30 Dec 2020

Computational Finance Financial Instruments Toolbox Price Instruments Using Functions Yield Curves Bootstrap from Market Data

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answers

0 votes
0 views

Pricing First-to-Default Swaps (MatLab Code)

Asked by Casey Tam on 9 Dec 2020

MATLAB

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answers

0 votes
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A for cycle to repeat the same action for all columns

Asked by Mario Diaco on 23 May 2020

Latest activity Commented on by Mohammad Sami on 27 May 2020

MATLAB Language Fundamentals Data Types Tables

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answer

1 vote
4 views

What is the difference between IMPVBYBLS and BLSIMPV, and how to I determine the Black-Scholes implied volatility using these functions?

Asked by MathWorks Support Team on 1 Aug 2019

Latest activity Answered by MathWorks Support Team on 1 Aug 2019

Accepted Answer by MathWorks Support Team

Computational Finance Datafeed Toolbox Financial Data

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answers

0 votes
3 views

nss curve fitting weights

Asked by Mark Pelechaty on 16 Jul 2019

Mathematics and Optimization Optimization Toolbox Problem-Based Optimization Setup

1

answer

0 votes
10 views

How can I open the toolbox I installed?

Asked by Cookie on 6 Nov 2016

Latest activity Reopened by Walter Roberson on 20 Dec 2018

MATLAB Installation and Licensing Install Products Introduction to Installation and Licensing

1

answer

0 votes
0 views

hcomputeMTMValues, Expression or statement is incomplete or incorrect.

Asked by FLAVIA VITRANO on 5 Jan 2018

Latest activity Edited by Walter Roberson on 17 Dec 2018

MATLAB

1

answer

0 votes
2 views

implied volatility with multiple discrete dividends

Asked by MathWorks Support Team on 9 Oct 2018

Latest activity Answered by MathWorks Support Team on 9 Oct 2018

Accepted Answer by MathWorks Support Team

Computational Finance Financial Toolbox Price and Analyze Financial Instruments

1

answer

0 votes
0 views

bdttree - Tree building failed to converge for level 5 of BDT Tree

Asked by walle on 22 Jun 2017

Latest activity Commented on by ww on 7 Jun 2018

Accepted Answer by Kawee Numpacharoen

Computational Finance Financial Instruments Toolbox Price Instruments Using Functions Equity Derivatives Price Using Tree Models Tree Manipulation for Equity Instruments

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answers

0 votes
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Curves fitting - number of iterations exceeded

Asked by Olya Kashinka on 18 Nov 2017

Latest activity Edited by Olya Kashinka on 18 Nov 2017

Computational Finance Financial Instruments Toolbox Price Instruments Using Functions Yield Curves

1

answer

0 votes
1 view

How to calculate mean reversion for Hull White tree calibration?

Asked by reed1707 on 15 Aug 2017

Latest activity Answered by Veda Upadhye on 23 Aug 2017

Computational Finance Financial Toolbox Financial Data Analytics

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answers

0 votes
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Number of periods when pricing barrier options

Asked by matthew elliott on 8 Feb 2017

Computational Finance Financial Instruments Toolbox Price Instruments Using Functions Equity Derivatives Price Using Tree Models Implied Trinomial Tree Analysis

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answer

0 votes
0 views

How to calculate Trailing Moving Sums going up vertically in a table?

Asked by John on 28 Dec 2016

Latest activity Commented on by John on 31 Dec 2016

Accepted Answer by Image Analyst

MATLAB Language Fundamentals Loops and Conditional Statements

1

answer

0 votes
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How to calculate Sums in a Panel Data framework using "For Loops"

Asked by John on 19 Dec 2016

Latest activity Commented on by John on 21 Dec 2016

Accepted Answer by Chris Turnes

MATLAB Language Fundamentals Data Types Numeric Types Logical

1

answer

0 votes
2 views

Using panel data, how can I create a new table with weekly price data based on a table with daily price data, for every stock?

Asked by John on 5 Nov 2016

Latest activity Commented on by John on 12 Nov 2016

Accepted Answer by Peter Perkins

Computational Finance Financial Toolbox

1

answer

0 votes
1 view

Spread parameter in convertible bond pricing functions (cbondbycrr, cbondbyeqp, cbondbystt, cbondbyitt)

Asked by Ilari on 11 Aug 2016

Latest activity Answered by Quant Outcry on 5 Oct 2016

Computational Finance Financial Toolbox

1

answer

0 votes
0 views

How to retrieve stock data at a specific time on a specific day?

Asked by Rami AbouSleiman on 13 Jul 2016

Latest activity Commented on by Rami AbouSleiman on 13 Jul 2016

MATLAB

1

answer

0 votes
0 views

internal.fininst.cdsstdsurvprob, inside function cdsbootstrap

Asked by Giuseppe on 4 Mar 2014

Latest activity Edited by Zijian Rao on 11 Jul 2016

MATLAB App Building Develop Apps Using App Designer

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answers

0 votes
0 views

How to build constrained portfolios stocks? Practically: From a set of 100 elements, which have 1 identifying score, and 2 qualitative characteristics. i need to select 10 elements, with given characteristics and the best global identifying score

Asked by claudio bardini on 2 Apr 2016

Latest activity Commented on by mike mike on 31 May 2016

Computational Finance Financial Toolbox Portfolio Optimization and Asset Allocation

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answers

0 votes
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swaptionbyhwcf funcion not available in Financial Instruments Toolbox R2016a

Asked by ANCHOR LOI ASISTIN on 29 Apr 2016

Computational Finance Financial Toolbox

1

answer

0 votes
5 views

Seeing Numbers in Human Readable Form After Importing Financial Data?

Asked by Matt T. on 16 Feb 2016

Latest activity Commented on by Stephen23 on 17 Feb 2016

MATLAB Get Started with MATLAB

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answers

0 votes
1 view

Calibration and Simulation of Interest Rate Models in MATLAB webinar

Asked by Alex Lagos on 14 Dec 2015

Computational Finance Financial Toolbox

1

answer

0 votes
0 views

Anybody can share me the code for the "HullWhite1F" function from Financial Instruments Toolbox

Asked by Elizabeth Delgado on 21 Nov 2015

Latest activity Commented on by Walter Roberson on 22 Nov 2015

MATLAB Programming

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answers

0 votes
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Matlab XIRR and daycount basis

Asked by Zhao Wei Yee on 22 Oct 2015

MATLAB Get Started with MATLAB

0

answers

0 votes
1 view

Conversion yield curve to bond prices

Asked by Isma on 27 Jul 2015

Computational Finance Financial Toolbox Price and Analyze Financial Instruments

1

answer

0 votes
7 views

Backtesting simple moving average trading strategy

Asked by Quantopic on 8 Sep 2014

Latest activity Commented on by Josh Perry on 18 Jul 2015

Accepted Answer by Roger Wohlwend

Computational Finance Datafeed Toolbox Financial Data Transaction Cost Analysis

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answers

0 votes
3 views

Cross Currency Swap with swapbyzero

Asked by Clément on 23 Feb 2015

Test and Measurement Data Acquisition Toolbox Digital Input and Output

1

answer

0 votes
1 view

questions about Pricing a CDS Index Option

Asked by Xinping Li on 7 Oct 2014

Latest activity Answered by Bruno Pop-Stefanov on 10 Oct 2014

Industries Energy Production

2

answers

1 vote
40 views

Signal Processing vs DSP System Toolbox -- Which One?

Asked by Bill Ware on 10 Sep 2014

Latest activity Answered by Puneet Rana on 25 Sep 2014

Signal Processing DSP System Toolbox Filter Implementation Multirate and Multistage Filters

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answers

0 votes
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Problem with bdttimesspec (and more generally Matlab toolbox functions)

Asked by Jean-Michel on 22 Sep 2014

Latest activity Commented on by Geoff Hayes on 22 Sep 2014

MATLAB Installation and Licensing Install Products Introduction to Installation and Licensing

1

answer

0 votes
1 view

Source of Futures data

Asked by Martyn on 10 Sep 2014

Latest activity Commented on by Martyn on 13 Sep 2014

MATLAB Installation and Licensing Downloads

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answers

0 votes
0 views

How can I simulate daily instead of monthly in my Monte Carlo simulation for CVA?

Asked by Thom on 30 Jun 2014

Control Systems Model Predictive Control Toolbox

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answers

0 votes
0 views

How can I price a FORWARD floating rate note by the FLOATBYZERO function in the Financial Instruments Toolbox?

Asked by Clément on 28 Apr 2014

MATLAB Graphics Graphics Performance

1

answer

0 votes
3 views

Retrieving Svensson's model parameters - On what order are these parameters provided?

Asked by Luiz Fernando Carnot R de Almeida on 23 Dec 2013

Latest activity Commented on by Gokturk on 26 Mar 2014

Accepted Answer by Luiz Fernando Carnot R de Almeida

Industries Energy Production

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answers

0 votes
1 view

Efficient Stop Loss calculations? (Finance)

Asked by Chris Benjamin on 26 Feb 2014

Computational Finance Datafeed Toolbox Financial Data Transaction Cost Analysis

Results 1 - 50 of 56