Main Content

Instrument Creation

Create interest-rate instruments

Functions

instbondConstruct bond instrument
instcapConstruct cap instrument
instcfConstruct cash flow instrument
instcbondConstruct CBond instrument for convertible bond
instfixedConstruct fixed-rate instrument
instfloatConstruct floating-rate instrument
instfloorConstruct floor instrument
instoptbndConstruct bond option
instoptembndConstruct bond with embedded option
instoptfloatCreate option instrument on floating-rate note or add instrument to current portfolio
instoptemfloatCreate embedded option instrument on floating-rate note or add instrument to current portfolio
instrangefloatConstruct range note instrument
instswapConstruct swap instrument
instswaptionConstruct swaption instrument

Examples and How To

Concepts