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.
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Learn the basics of Financial Instruments Toolbox
Build and Analyze Curve Models
Create and analyze interest-rate and default probability curves
Price Interest-Rate Instruments
Create interest-rate instrument object, associate the object with a model, and specify pricing method
Price Inflation Instruments
Create inflation instrument object, associate an inflation curve object, and specify pricing method
Price Equity, FX, Commodity, or Energy Instruments
Create equity, FX, commodity, or energy instrument object, associate the object with a model, and specify pricing method
Price Credit Derivative Instruments
Create credit derivative instrument object, associate the object with a model, and specify pricing method
Price an Instrument Portfolio
Create and price portfolio of instruments
Numerix Interface
Numerix instruments and risk models using Numerix CROSSASSET
Price Instruments Using Functions
Price interest-rate, equity, commodity, foreign exchange, credit derivative instruments, mortgage-backed securities using functions