Mapping Financial Instruments Toolbox Functions for Interest-Rate Instruments

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

Financial Instruments Toolbox FunctionObject-Based Workflow
capbyblkCreate the following objects:
  1. Cap instrument

  2. Black model

  3. ratecurve

  4. Black pricer

Compute the price of the Cap instrument using price.
capbynormalCreate the following objects:
  1. Cap instrument

  2. Normal model

  3. ratecurve

  4. Normal pricer

Compute the price of the Cap instrument using price.
floorbyblkCreate the following objects:
  1. Floor instrument

  2. Black model

  3. ratecurve

  4. Black pricer

Compute the price of the Floor instrument using price.
floorbynormalCreate the following objects:
  1. Floor instrument

  2. Normal model

  3. ratecurve

  4. Normal pricer

Compute the price of the Floor instrument using price.
swaptionbyblkCreate the following objects:
  1. Swaption instrument

  2. Black model

  3. ratecurve

  4. Black pricer

Compute the price of the Swaption instrument using price.
swaptionbynormalCreate the following objects:
  1. Swaption instrument

  2. Normal model

  3. ratecurve

  4. Normal pricer

Compute the price of the Swaption instrument using price.
fixedbyzeroCreate the following objects:
  1. FixedBond instrument

  2. ratecurve

  3. Discount pricer

Compute the price of the FixedBond instrument using price.
fixedbybkCreate the following objects:Compute the price of the FixedBond instrument using price.
fixedbyhwCreate the following objects:
  1. FixedBond instrument

  2. HullWhite model

  3. ratecurve

  4. IRTree pricer

Compute the price of the FixedBond instrument using price.
bondbyzeroCreate the following objects:
  1. FixedBond instrument

  2. ratecurve

  3. Discount pricer

  4. Run price

Compute the price of the FixedBond instrument using price.
floatbyzeroCreate the following objects:
  1. FloatBond instrument

  2. ratecurve

  3. Discount pricer

Compute the price of the FloatBond instrument using price.
floatbybkCreate the following objects:Compute the price of the FloatBond instrument using price.
floatbyhwCreate the following objects:
  1. FloatBond instrument

  2. HullWhite model

  3. ratecurve

  4. IRTree pricer

Compute the price of the FloatBond instrument using price.
optbndbyhwCreate the following objects:Compute the price of the FixedBondOption instrument using price.
optbndbybkCreate the following objects:Compute the price of the FixedBondOption instrument using price.
optembndbyhwCreate the following objects:Compute the price of the OptionEmbeddedFixedBond instrument using price.
optembndbybkCreate the following objects:Compute the price of the OptionEmbeddedFixedBond instrument using price.
swapbyzeroCreate the following objects:
  1. Swap instrument

  2. ratecurve

  3. Discount pricer

Compute the price of the Swap instrument using price.

See Also

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