| Financial Toolbox |
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- Introducing the Financial Toolbox
- Using This Guide
- Expected Background
- Organization of the Document
- Examples
- Related Products
- Prerequisites
- Compatibility
- Configuration Information
- Additional Resources
- Financial Demonstration Programs
- Finding Additional Information
- Typographical Conventions
- Using Matrix Functions for Finance
- Key Definitions
- Referencing Matrix Elements
- Transposing Matrices
- Matrix Algebra Refresher
- Adding and Subtracting Matrices
- Multiplying Matrices
- Dividing Matrices
- Solving Simultaneous Linear Equations
- Operating Element-by-Element
- Function Input/Output Arguments
- Input Arguments
- Function Output Arguments
- Interest Rate Arguments
- Handling and Converting Dates
- Date Formats
- Date Conversions
- Current Date and Time
- Determining Dates
- Formatting Currency
- Charting Financial Data
- High-Low-Close Chart Example
- Bollinger Chart Example
- Analyzing and Computing Cash Flows
- Interest Rates/Rates of Return
- Present or Future Values
- Depreciation
- Annuities
- Pricing and Computing Yields for
Fixed-Income Securities
- Terminology
- SIA Framework
- SIA Default Parameter Values
- SIA Coupon Date Calculations
- SIA Semi-Annual Yield Conventions
- Pricing Functions
- Yield Functions
- Fixed-Income Sensitivities
- Term Structure of Interest Rates
- Pricing and Analyzing Equity Derivatives
- Sensitivity Measures
- Analysis Models
- Analyzing Portfolios
- Portfolio Optimization Functions
- Portfolio Construction Examples
- Linear Constraint Equations
- Specifying Additional Constraints
- Common Problems in Finance
- Sensitivity of Bond Prices to Changes in Interest Rates
- Constructing a Bond Portfolio to Hedge Against
Duration and Convexity
- Sensitivity of Bond Prices to Parallel Shifts in the Yield Curve
- Constructing Greek-Neutral Portfolios of
European Stock Options
- Term Structure Analysis and Interest Rate Swap Pricing
- Producing Graphics with the Toolbox
- Plotting an Efficient Frontier
- Plotting Sensitivities of an Option
- Plotting Sensitivities of a Portfolio of Options
- Functions - By Category
- Handling and Converting Dates
- Formatting Currency
- Charting Financial Data
- Analyzing and Computing Cash Flows
- Fixed-Income Securities
- Analyzing Portfolios
- Pricing and Analyzing Derivatives
- GARCH Processes
- Obsolete Bond Price and Yield Functions
- Obsolete BDT Functions
- Functions - Alphabetical List
- Bond Pricing and Yields
- Term Structure of Interest Rates
- Derivatives Pricing and Yields
- Portfolio Analysis
- Other References
| | Preface | |