Financial Derivatives Toolbox

Function Reference

Functions - By Category

This chapter provides detailed descriptions of the functions in the Financial Derivatives Toolbox. The categories of functions described are:

• Portfolio Hedge Allocation
• Fixed Income Pricing from Interest Term Structure
• Fixed Income Pricing and Sensitivity from Heath-Jarrow-Morton Tree
• Fixed Income Pricing and Sensitivity from Black-Derman-Toy Tree
• Heath-Jarrow-Morton Utilities
• Black-Derman-Toy Utilities
• Heath-Jarrow-Morton Bushy Tree Manipulation
• Black-Derman-Toy Recombining Tree Manipulation
• Derivatives Pricing Options
• Instrument Portfolio Handling
• Financial Object Structures
• Interest Term Structure
• Date Functions
• Graphical Display Functions

Portfolio Constraints with hedgeslf

Portfolio Hedge Allocation