|Add types to instrument collection|
|Add new instruments to instrument collection|
|Complement of instrument set by matching conditions|
|List field names|
|Search instruments for matching conditions|
|Data from instrument variable|
|Data and context from instrument variable|
|Create instrument subset by matching conditions|
|Add or reset data for existing instruments|
|Set properties of interest-rate structure|
|True if input argument is financial structure type or financial object class|
|Create financial structure or return financial structure class name|
instadd function to create an instrument
portfolio or to add new instruments to an existing portfolio using
instadd function to add
additional instruments to an existing instrument portfolio.
You can create instruments and manage a collection of instruments as a portfolio using functions.
Financial Instruments Toolbox™ offers two functions
for assessing the fundamental hedging tradeoff,
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.
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.
Specify a set of linear inequality constraints for
instruments in your portfolio using
Examples to demonstrate hedging with constrained portfolios.
Hedging is an important consideration in modern finance.