1900 date system <1> <2>
1904 date system <1> <2>
360-day year
365-day year
accrued interest <1> <2> <3>
computing fractional period
acrubond
acrudisc
actual days
between dates
adding a scalar and a matrix
adding matrices
advance payments, periodic payment given
after-tax rate of return
algebra, linear <1> <2>
American options
amortization <1> <2> <3> <4>
amortize
analysis models for equity derivatives
analyzing
and computing cash flows
equity derivatives
portfolios
annuity
payment of with odd first period
periodic interest rate of
periodic payment of loan or
annurate
annuterm
apostrophe or prime character (')
arguments
function return
interest rate
matrices as, limitations
vectors as, limitations
array operations
ASCII character
asset covariance matrix with exponential weighting
asset life
axis labels, converting
bank format
base date
basis
basis, day-count
beytbill
binomial
functions
model
put and call pricing
tree, building
binprice
Black's option pricing
Black-Scholes
elasticity
functions
implied volatility
model
options <1> <2>
put and call pricing
sensitivity to
interest rate change
time-until-maturity change
underlying delta change
underlying price change
underlying price volatility
blkimpv
blkprice
blsdelta
blsgamma
blsimpv
blslambda
blsprice
blsrho
blstheta
blsvega
bndconvp
bndconvy
bnddurp
bnddury
bndprice
bndyield
bolling
Bollinger band chart
bond
convexity
duration
equivalent yield for Treasury bill
portfolio
constructing to hedge against duration and convexity
visualizing sensitivity of price to parallel shifts in the yield curve
sensitivity of prices to changes in interest rates
zero-coupon
bootstrapping <1> <2> <3> <4>
building a binomial tree
busdate
business date
last of month
business day
next <1> <2>
previous
business days
call and put pricing
Black-Scholes
candle
candlestick chart
capital allocation line
cash flow
analyzing and computing
convexity
dates <1> <2>
duration
future value of varying
internal rate of return
internal rate of return for nonperiodic
irregular
modified internal rate of return
negative
portfolio form of amounts
present value of varying
sensitivity of
uniform payment equal to varying
cell array
cfamounts
cfconv
cfdates
cfdur
cfport
cftimes
character array
strings stored as
character, ASCII
chart
Bollinger band
candlestick
high, low, open, close
leading and lagging moving averages
point and figure
charting financial data
colon (:)
commutative law <1> <2>
computing
cash flows
dot products of vectors
yields for fixed-income securities
constraint functions
constraint matrix
constructing
a bond portfolio to hedge against duration and convexity
greek-neutral portfolios of European stock options
conventions
SIA
conventions in our documentation (table)
conversions
currency
date input
date output
converting
and handling dates
axis labels
convexity
cash flow
constructing a bond portfolio to hedge against
portfolio <1> <2>
corr2cov
coupon bond
prices to zero curve
yields to zero curve
coupon date
after settlement date
days between <1> <2>
coupon dates
coupon payments remaining until maturity
coupon period
containing settlement date
fraction of
coupons payable between dates
cov2corr
covariance matrix
covariance matrix with exponential weighting
cpncount
cpndaten
cpndatenq
cpndatep
cpndatepq
cpndaysn
cpndaysp
cpnpersz
cur2frac
cur2str
currency
converting
decimal
formatting
fractional <1> <2>
values
current date
and time <1> <2>
date
base
components
conversions
current <1> <2> <3>
end of month
first business, of month
formats
hour of
input conversions
last date of month
last weekday in month
maturity
minute of
number <1> <2>
displaying as string
Excel to MATLAB
indices of in matrix
MATLAB to Excel
of day in future or past month
of future or past workday
output conversions
seconds of
starting, add month to
string <1> <2>
vector
year of
date
date of specific weekday in month
date system
1900 <1> <2>
1904 <1> <2>
dateaxis
datedisp
datefind
datemnth
datenum
dates
actual days between
business days
cash-flow <1> <2>
coupon
days between <1> <2> <3> <4>
determining
first coupon
fraction of year between
handling and converting
investment horizon
issue
last coupon
number of months between
quasi-coupon
settlement
vector of
working days between
datestr
datevec
datewrkdy
day
date of specific weekday in month
of month
of month, last
of the week
day
day-count basis
day-count convention
days
between
coupon date and settlement date
dates <1> <2> <3> <4> <5>
settlement date and next coupon date
business
holidays
in coupon period containing settlement date
last business date of month
last weekday in month
nontrading
number of, in year
days360
days365
daysact
daysdif
decimal currency
to fractional currency
declining-balance depreciation
fixed <1> <2>
general <1> <2>
definitions
delta
change, Black-Scholes sensitivity to underlying
depfixdb
depgendb
deprdv
depreciable value, remaining
depreciation
fixed declining-balance <1> <2>
general declining-balance <1> <2>
straight-line <1> <2>
sum of years' digits <1> <2>
depsoyd
depstln
derivatives
equity, pricing and analyzing
sensitivity measures for
determining dates
disc2zero
discount curve
from zero curve
to zero curve
discount rate of a security
discount security
future value of
price of
yield of
discrate
dividing matrices
dot products of vectors
duration
cash-flow and modified
constructing a bond portfolio to hedge against
for fixed-income securities
Macaulay
modified
portfolio <1> <2>
effective rate of return
efficient frontier
plotting an
effrr
elasticity
Black-Scholes
element-by-element
operating
elements, referencing matrix
end-of-month rule
enlarging matrices
eomdate
eomday
equations
solving simultaneous linear
equity derivatives
analysis models for
European options
constructing greek-neutral portfolios of
ewstats
Excel date number
from MATLAB date number
to MATLAB date number
exponential weighting of covariance matrix
fbusdate
financial data
charting
first business date of month
first coupon date
fixed declining-balance depreciation <1> <2>
fixed periodic payments
future value with
fixed-income securities
cash-flow dates
Macaulay and modified durations for
pricing
pricing and computing yields for
terminology
yield functions for
fixed-income sensitivities
formats
bank
date
formatting currency and charting financial data
forward curve
from zero curve
to zero curve
forward price
frac2cur
fraction of
coupon period
year between dates
fractional currency <1> <2>
frontcon <1> <2>
frontier
plotting an efficient
frontier, efficient
function
return arguments
future month, date of day in
future value <1> <2>
of discounted security
of varying cash flow
with fixed periodic payments
fvdisc
fvfix
fvvar
fwd2zero
gamma
general declining-balance depreciation <1> <2>
generating and referencing matrix elements
graphics
producing
three-dimensional
greek-neutral portfolios, constructing
greeks
neutrality
handling and converting dates
hedging
a bond portfolio against duration and convexity
high, low, open, close chart
highlow
holidays
holidays
holidays and nontrading days
hour
hour of date or time
identity matrix
implied volatility
Black-Scholes
indices
of date numbers in matrix
of nonrepeating integers in matrix
indifference curve
inner dimension rule
input
conversions
string
installing the Financial Toolbox
interest
accrued <1> <2>
on loan
interest rate swap
interest rates
arguments
Black-Scholes sensitivity to change
of annuity, periodic
rate of return
risk-free
sensitivity of bond prices to changes in
term structure <1> <2>
internal rate of return
for nonperiodic cash flow
modified
inversion, matrix
investment horizon
irr
isbusday
issue date
Ito process
lagging and leading moving averages chart
lambda
last
business date of month
date of month
day of month
weekday in month
last coupon date
lbusdate
leading and lagging moving averages chart
left division
leverage of an option
linear algebra <1> <2>
linear equations
solving simultaneous
system of
loan
interest on
payment with odd first period
periodic payment of
lweekdate
m2xdate
Macaulay duration
for fixed-income securities
MATLAB
date number
from Excel date number
to Excel date number
matrices
adding and subtracting
as arguments, limitations
dividing
enlarging
multiplying <1> <2>
multiplying vectors and
of string input
singular
square
transposing
matrix
adding or subtracting a scalar
algebra refresher
covariance
elements
generating
referencing
identity
indices of date numbers
indices of integers in
inversion
multiplying by a scalar
numbers and strings in a
maturity
price with interest at
yield of a security paying interest at
maturity date
minute
minute of date or time
mirr
modified duration <1> <2>
for fixed-income securities
modified internal rate of return
month
add, to starting date
date of specific weekday
day of
first business date of
last business date
last date of
last day of
month
months
last weekday in
number of months between dates
months
movavg
moving averages chart
multiplying
a matrix by a scalar
matrices
two matrices
vectors
vectors and matrices
names
variable
NaN
negative cash flows
Newton's method
next
business day
coupon date after settlement date
or previous business day
nominal rate of return
nomrr
nontrading days <1> <2>
normcdf <1> <2> <3>
normpdf <1> <2> <3>
notation
row, column
now
number of
days in year
periods to obtain value
whole months between dates
numbers
and strings in a matrix
date
nweekdate
odd first period
payment of loan or annuity with
operating element-by-element
operations, array
opprofit
optimal portfolio
option
leverage of
plotting sensitivities of
plotting sensitivities of a portfolio of
pricing
Black's model
profit
output conversions, date
par value
par yield curve
from zero curve
to zero curve
past month, date of day in
payadv
payment
of loan or annuity with odd first period
periodic, given number of advance payments
periodic, of loan or annuity
uniform, equal to varying cash flow
payodd
payper
payuni
pcalims
pcgcomp
pcglims
pcpval
period
periodic interest rate of annuity
periodic payment
future value with fixed
given advance payments
of loan or annuity
present value with fixed
pivot year
plotting
efficient frontier
sensitivities of a portfolio of options
sensitivities of an option
point and figure chart
pointfig
portalloc <1> <2> <3>
portcons <1> <2>
portfolio
convexity <1> <2>
duration <1> <2>
expected rate of return
of options, plotting sensitivities of
optimal
optimization
risks, returns, and weights
randomized
selection
portfolios
analyzing
of European stock options
constructing greek-neutral
portopt
portrand
portsim
portstats
portvrisk
prbyzero
prdisc
present value
of varying cash flow
with fixed periodic payments
previous quasi coupon date
price
change, Black-Scholes sensitivity to underlying
forward
of discounted security
of Treasury bill
volatility, Black-Scholes sensitivity to underlying
with interest at maturity
pricing
and analyzing equity derivatives
and computing yields for fixed-income securities
fixed-income securities
principal
prmat
profit, option
prtbill
purchase price
put and call pricing
binomial
Black-Scholes
pvfix
pvvar
pyld2zero
quasi coupon date
previous
quasi-coupon dates
randomized portfolio risks, returns, and weights
rate of a security, discount
rate of return
after-tax
effective
internal
internal for nonperiodic cash flow
modified internal
nominal
portfolio expected
redemption value
reference date
referencing matrix elements <1> <2>
remaining depreciable value <1> <2>
ret2tick
return arguments, function
rho
risk aversion
risk-free interest rates
risks
returns, and weights
randomized portfolio
row, column notation
row-by-column
scalar
adding or subtracting
multiplying a matrix by
second
seconds of date or time
securities industry association
sensitivity
fixed-income
measures for derivatives
of a portfolio of options, plotting
of an option, plotting
of bond prices to changes in interest rates
of cash flow
to
interest rate change, Black-Scholes
to time-until-maturity change, Black-Scholes
to underlying delta change, Black-Scholes
to underlying price change, Black-Scholes
to underlying price volatility, Black-Scholes
visualizing to parallel shifts in the yield curve
settlement date
coupon period containing
days between previous coupon date and
days between, and coupon date
next coupon date after
SIA
compatibility
default parameter values
framework
order of precedence
use of nonlinear formulas
SIA conventions
single quotes
singular matrices
solving
sample problems with the toolbox
spreadsheets
square matrices
straight-line depreciation <1> <2>
strings
and numbers in a matrix
date <1> <2>
input, matrices of
stored as character array
subtracting
a scalar and a matrix
matrices
sum of years' digits depreciation <1> <2>
swap
synch date
synchronization date
system of linear equations
taxedrr
tbl2bond
term structure <1> <2> <3> <4> <5> <6> <7> <8> <9> <10> <11> <12>
parameters from Treasury bond parameters
terminology, fixed-income securities
theta
three-dimensional graphics
tick labels
tick2ret
time
current <1> <2>
hour of
minute of
seconds of
time-until-maturity change
Black-Scholes sensitivity to
today
tr2bonds
transposing matrices
Treasury bill
bond equivalent yield for
parameters to Treasury bond parameters
price of
yield of
Treasury bond
parameters
from Treasury bill parameters
to term-structure parameters
ugarch
ugarchllf
ugarchpred
ugarchsim
uniform payment equal to varying cash flow
variable names
vector
date
of dates
vectors
as arguments, limitations
computing dot products of
multiplying
multiplying matrices and
vega
visualizing the sensitivity of a bond portfolio's price to parallel shifts in the yield curve
volatility
Black-Scholes implied
implied
week, day of
weekday
date of specific, in month
weekday
workday, date of future or past
working days between dates
wrkdydif
x2mdate
xirr
year
fraction of between dates
number of days in
of date
year
yeardays
yearfrac
yield
curve <1> <2>
visualizing sensitivity of bond portfolio's price to parallel shifts in
for Treasury bill, bond equivalent
functions for fixed-income securities
of discounted security
of security paying interest at maturity
of Treasury bill
yields
for fixed-income securities, pricing and computing
yield-to-maturity
ylddisc
yldmat
yldtbill
zbtprice
zbtyield
zero curve <1> <2> <3>
from coupon bond prices
from coupon bond yields
from discount curve
from forward curve
from par yield curve
to discount curve
to forward curve
to par yield curve
zero2disc
zero2fwd
zero2pyld
zero-coupon bond <1> <2> <3>