File50487.zip %5bfinancial Instruments Toolbox Matlab

Financial Instruments Toolbox™ provides functions for pricing, modeling, and analyzing fixed-income, credit, and equity instrument portfolios. You can use the toolbox to perform cash-flow modeling and yield curve fitting analysis, compute prices and sensitivities, view price evolutions, and perform hedging analyses using common equity. Financial Instruments Toolbox 3.0 Financial Toolbox 5.15 FixedPoint Designer 7.0 Fuzzy Logic Toolbox 2.7 GPU Coder 1.5 Global Optimization Toolbox 4.3 HDL Coder 3.16 HDL Verifier 6.1 IEC Certification Kit 3.15 Image Acquisition Toolbox 6.2 Image Processing Toolbox 11.1 Instrument Control Toolbox 4.2 LTE Toolbox 3.3 MATLAB Coder 5.0.

Design, price, and hedge complex financial instruments

Financial Instruments Toolbox™ provides functions for pricing, modeling, hedging, and analyzing cash flows, fixed-income securities, and derivative instruments (including equity, interest-rate, credit, and energy instruments). For interest-rate instruments, you can calculate price, yield, spread, and sensitivity values for various instrument types, including convertible bonds, mortgage-backed securities, treasury bills, bonds, swaps, caps, floors, and floating-rate notes. For derivative instruments, you can compute price, implied volatility, and Greeks using binomial trees, trinomial trees, Shifted SABR, Heston, Monte Carlo simulation, and other models. You can also connect to Numerix® CrossAsset Integration Layer for the valuation and risk management of fixed-income securities, OTC derivatives, structured products, and variable annuity products.

. Image Processing Toolbox. Instrument Control Toolbox. LTE System Toolbox. MATLAB Coder. MATLAB Compiler. MATLAB Compiler SDK. MATLAB Report Generator. Mapping Toolbox. Model Predictive Control Toolbox. Model-Based Calibration Toolbox. Neural Network Toolbox. OPC Toolbox. Optimization Toolbox. Financial Toolbox™ provides functions for the mathematical modeling and statistical analysis of financial data. You can analyze, backtest, and optimize investment portfolios taking into account turnover, transaction costs, semi-continuous constraints,. The University has subscribed to the MathWorks Total Academic Headcount (TAH) license for MATLAB, Simulink, and add-on products. The TAH license allows installation of these products on University-owned or personally-owned computers for teaching, research, and learning.

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Learn the basics of Financial Instruments Toolbox

Yield Curves

Bootstrap yield curves from market data, estimate parameters for yield curve models, simulate yield curves from historical data

Interest-Rate Instruments

Interest-rate instruments price, sensitivities, andterm structure

Equity Derivatives

Equity options price and sensitivities

Energy Derivatives

Energy options price and sensitivities

File50487.zip %5bfinancial Instruments Toolbox Matlab

Credit Derivatives and Credit Exposures

Credit default swap pricing and default probability curve, counterparty credit risk exposures

Mortgage-Backed Securities

Mortgage pass-through cash flows, CMO instrument pricing

File50487.zip 5bfinancial Instruments Toolbox Matlab Free

Numerix Interface

File50487.zip 5bfinancial Instruments Toolbox Matlab Manual

Numerix instruments and risk models using Numerix CROSSASSET

Price Instruments Using Modular Objects

File50487.zip %5bfinancial Instruments Toolbox Matlab

File50487.zip 5bfinancial Instruments Toolbox Matlab Software

Price interest-rate, equity, commodity, foreign exchange, or credit derivative instruments using a streamlined workflow