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Price Using Term Structure

Price instrument using interest-rate term structure

`bondbyzero`	Price bond from set of zero curves
`cfbyzero`	Price cash flows from set of zero curves
`fixedbyzero`	Price fixed-rate note from set of zero curves
`floatbyzero`	Price floating-rate note from set of zero curves
`intenvprice`	Price instruments from set of zero curves
`intenvsens`	Instrument price and sensitivities from set of zero curves
`swapbyzero`	Price swap instrument from set of zero curves and price cross-currency swaps

`floatmargin`	Margin measures for floating-rate bond
`floatdiscmargin`	Discount margin for floating-rate bond

Pricing Using Interest-Rate Term Structure
Computation of prices and sensitivities using interest-rate curves.
Understanding the Interest-Rate Term Structure
The interest-rate term structure represents the evolution of interest rates through time.
Using Zero-Coupon Bonds
A zero-coupon bond is a corporate, Treasury, or municipal debt instrument that pays no periodic interest.
Term Structure Calculations
In many situations when cash flow is available, discounting factors to the cash flows may not be immediately apparent.
Interest Rate Swaps
Financial Instruments Toolbox™ contains the function liborfloat2fixed, which computes a fixed-rate par yield that equates the floating-rate side of a swap to the fixed-rate side.
Supported Interest-Rate Instrument Functions
Interest-rate instrument functions supported by Financial Instruments Toolbox.