Financial Toolbox

New Features

R2015a (Version 5.5) - Released 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.

Previous Releases

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.

R2013b (Version 5.2) - 5 Sep 2013

Version 5.2, part of Release 2013b, includes the following enhancements:

  • Mean-absolute deviation (MAD) portfolio optimization

See the Release Notes for details.

R2013a (Version 5.1) - 7 Mar 2013

Version 5.1, part of Release 2013a, includes the following enhancements:

  • Cash flow plot function
  • Financial Time Series Tool (ftstool) import of Excel XLSX files on Linux and Mac OS X
  • Cutting-plane solver added to PortfolioCVaR object

See the Release Notes for details.