Financial Instruments Toolbox
Design, price, and hedge complex financial instruments
Price, compute sensitivity, and perform hedging analysis for interest-rate securities. Price bonds, floating-rate notes, swaps, swaptions, caps, and floors with pricing models that include lattice models, Monte Carlo simulations, and closed-form solutions.
“Object-oriented programming in MATLAB enabled us to write less error-prone code, define reusable interfaces, and make rapid updates. As a result, we can give our investors better insight into how we manage our funds and how we look at markets.”Ariel Fischer, Trient Asset Management