Get Started with Financial Instruments Toolbox
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.
Tutorials
- Get Started with Workflows Using Object-Based Framework for Pricing Financial Instruments
Use objects to model and price financial instruments.
- Interest-Rate Curve Objects and Workflow
Financial Instruments Toolbox class structure supports interest-rate curve objects.
- Portfolio Creation Using Functions
Use the
instadd
function to create an instrument portfolio or to add new instruments to an existing portfolio using functions. - Instrument Construction and Portfolio Management Using Functions
You can create instruments and manage a collection of instruments as a portfolio using functions.
- Analysis of Bond Futures
This example demonstrates analyzing German Euro-Bund futures traded on Eurex.
- Use treeviewer to Examine HWTree and PriceTree When Pricing European Callable Bond
This example demonstrates how to use
treeviewer
to examine tree information for a Hull-White tree when you price a European callable bond. - Fixed-Rate Mortgage Pool
Generic fixed-rate mortgage pools and balloon mortgages have pass-through certificates (PC) that typically have embedded call options in the form of prepayment.
About Financial Instruments
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