Portfolio Valuation

Manage portfolios of instruments, perform portfolio hedging, and rebalancing

Use tools to manage portfolios of interest-rate instruments, perform portfolio hedging, and perform portfolio rebalancing.

Functions

`instadd`	Add types to instrument collection
`instaddfield`	Add new instruments to instrument collection
`instdelete`	Complement of instrument set by matching conditions
`instdisp`	Display instruments
`instfields`	List field names
`instfind`	Search instruments for matching conditions
`instget`	Data from instrument variable
`instgetcell`	Data and context from instrument variable
`instlength`	Count instruments
`instselect`	Create instrument subset by matching conditions
`instsetfield`	Add or reset data for existing instruments
`insttypes`	List types
`intenvset`	Set properties of interest-rate structure
`isafin`	True if input argument is financial structure type or financial object class
`classfin`	Create financial structure or return financial structure class name

`hedgeopt`	Allocate optimal hedge for target costs or sensitivities
`hedgeslf`	Self-financing hedge

Portfolio Creation Using Functions
Use the instadd function to create an instrument portfolio or to add new instruments to an existing portfolio using functions.
Adding Instruments to an Existing Portfolio Using Functions
Use the instadd function to add additional instruments to an existing instrument portfolio.
Instrument Construction and Portfolio Management Using Functions
You can create instruments and manage a collection of instruments as a portfolio using functions.

Hedging Functions
Financial Instruments Toolbox™ offers two functions for assessing the fundamental hedging tradeoff, hedgeopt and hedgeslf.
Pricing a Portfolio Using the Black-Derman-Toy Model
This example illustrates how the Financial Instruments Toolbox™ is used to create a Black-Derman-Toy (BDT) tree and price a portfolio of instruments using the BDT model.
Pricing and Hedging a Portfolio Using the Black-Karasinski Model
This example illustrates how MATLAB® can be used to create a portfolio of interest-rate derivatives securities, and price it using the Black-Karasinski interest-rate model.
Specifying Constraints with ConSet
Specify a set of linear inequality constraints for instruments in your portfolio using ConSet.
Hedging with Constrained Portfolios
Examples to demonstrate hedging with constrained portfolios.
Hedging
Hedging is an important consideration in modern finance.