PDF Documentation. 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. PDF Documentation. 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. Get Started with. Financial 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, and minimum or maximum number of assets.
Instrument variable, specified only when adding Cap instruments to an existing instrument set. For more information on the InstSet variable, see instget.
Financial Instruments Toolbox™ software supports computing option-adjusted spreads for bonds with single embedded options using the agency model. The Securities Industry and Financial Markets Association (SIFMA) has a simplified approach to compute OAS for agency issues (Government Sponsored Entities like Fannie Mae and Freddie Mac) termed. File50487 Zip financial Instruments Toolbox Matlab Download For Mac. 2/20/2019 0 Comments. MATLAB, the language of technical computing, is a programming.
Data Types: struct
Rate at which the Cap is exercised, specified as a scalar or an NINST-by-1 vector of decimal values.
Data Types: double
Settle — Settlement dates
serial date number | date character vector
Settlement dates, specified as scalar or an NINST-by-1 vector using serial date numbers or date character vectors.
Data Types: double | char
Maturity — Maturity dates
serial date number | date character vector
Maturity dates, specified as scalar or an NINST-by-1 vector using serial date numbers or date character vectors.
Data Types: double | char
CapReset — Reset frequency payment per year
1 (default) | numeric
(Optional) Reset frequency payment per year, specified as a scalar or an NINST-by-1 vector.
Data Types: double
Basis — Day-count basis
0 (actual/actual) (default) | integer from 0 to 13
(Optional) Day-count basis, specified as scalar or an NINST-by-1 vector.
0 = actual/actual
1 = 30/360 (SIA)
2 = actual/360
3 = actual/365
4 = 30/360 (PSA)
5 = 30/360 (ISDA)
6 = 30/360 (European)
7 = actual/365 (Japanese)
8 = actual/actual (ICMA)
9 = actual/360 (ICMA)
10 = actual/365 (ICMA)
11 = 30/360E (ICMA)
12 = actual/365 (ISDA)
13 = BUS/252
Financial Instruments Ifrs
For more information, see Basis.
Data Types: double
Principal — Notional principal amount
100 (default) | numeric
(Optional) Notional principal amount, specified as a scalar or an NINST-by-1 of notional principal amounts, or an NINST-by-1 cell array, where each element is a NumDates-by-2 cell array where the first column is dates and the second column is associated principal amount. The date indicates the last day that the principal value is valid.
File50487.zip Financial Instruments Toolbox Matlab Download
Use Principal to pass a schedule to compute the price for an amortizing Cap.
File50487.zip Financial Instruments Toolbox Matlab Code
Data Types: double | cell