Mapping Financial Instruments Toolbox Functions for Credit Derivative Instruments

The following table lists the Financial Instruments Toolbox™ functions for credit derivative instruments mapped to the associated workflow using the object-based framework for instruments, models, and pricers.

Financial Instruments Toolbox Function	Object-Based Workflow
cdsprice	Create the following objects: CDS instrument defprobcurve ratecurve Credit pricer Compute the price of the CDS instrument using price.
cdsoptprice	Create the following objects: CDSOption instrument CDSBlack model ratecurve CDSBlack pricer Compute the price of the CDSOption instrument using price.