| Financial Derivatives Toolbox |
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Portfolio Hedge Allocation
hedgeslf
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Self-financing hedge
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hedgeopt
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Allocate optimal hedge for target costs or sensitivities
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Fixed Income Pricing from Interest Term Structure
bondbyzero
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Price bond by a set of zero curves
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cfbyzero
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Price cash flows by a set of zero curves
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fixedbyzero
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Price fixed rate note by a set of zero curves
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floatbyzero
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Price floating rate note by a set of zero curves
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intenvprice
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Price fixed income instruments by a set of zero curves
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intenvsens
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Instrument prices and sensitivities by a set of zero curves
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swapbyzero
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Price swap instrument by a set of zero curves
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| | Function Reference | | Fixed Income Pricing and Sensitivity from Heath-Jarrow-Morton Tree | |