Instrument Creation
Functions
instasian | Construct Asian option |
instbarrier | Construct barrier option |
instcbond | Construct CBond instrument for convertible bond |
instcompound | Construct compound option |
instlookback | Construct lookback option |
instoptstock | Construct stock option |
Examples and How To
Pricing Equity Derivatives Using Trees
Pricing functions calculate the price of any set of supported instruments based on a binary equity price tree, an implied trinomial price tree, or a standard trinomial tree.
Computing Equity Instrument Sensitivities
The delta, gamma, and vega sensitivities that the toolbox computes are dollar sensitivities.
Instrument Construction and Portfolio Management
You can create instruments and manage a collection of instruments as a portfolio.
Concepts
Equity derivative instruments supported by Financial Instruments Toolbox™.
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