Mapping Financial Instruments Toolbox Functions for Equity, Commodity, FX Instrument Objects

The following table lists the Financial Instruments Toolbox™ functions for equity, FX, or commodity instruments mapped to the associated workflow using the object-based framework for instruments, models, and pricers.

Note

The function-based workflows and the object-based workflows should not be mixed; they are parallel tracks for instrument pricing. The function-based and object-based workflows can return different instrument prices even if you use the same data. The difference is because the existing Financial Instruments Toolbox functions internally use datetime and the object-based framework use yearfrac for date handling. For more information, see Difference Between yearfrac and date2time.

Financial Instruments Toolbox Function	Object-Based Workflow
asianbycrr	Create the following objects: Asian instrument BlackScholes model ratecurve AssetTree pricer Compute the price of the Asian instrument using price.
asianbyeqp	Create the following objects: Asian instrument BlackScholes model ratecurve AssetTree pricer Compute the price of the Asian instrument using price.
asianbykv and asiansensbykv	Create the following objects: Asian instrument BlackScholes model ratecurve KemnaVorst pricer Compute the price of the Asian instrument using price.
asianbylevy and asiansensbylevy	Create the following objects: Asian instrument BlackScholes model ratecurve Levy pricer Compute the price of the Asian instrument using price.
asianbytw and asiansensbytw	Create the following objects: Asian instrument BlackScholes model ratecurve TurnbullWakeman pricer Compute the price of the Asian instrument using price.
asianbyls and asiansensbyls	Create the following objects: Asian instrument BlackScholes, Merton, Bates, or Heston model ratecurve AssetMonteCarlo pricer Compute the price of the Asian instrument using price.
asianbystt	Create the following objects: Asian instrument BlackScholes model ratecurve AssetTree pricer Compute the price of the Asian instrument using price.
barrierbycrr	Create the following objects: Barrier instrument BlackScholes model ratecurve AssetTree pricer Compute the price of the Barrier instrument using price.
barrierbyeqp	Create the following objects: Barrier instrument BlackScholes model ratecurve AssetTree pricer Compute the price of the Barrier instrument using price.
barrierbybls and barriersensbybls	Create the following objects: Barrier instrument BlackScholes model ratecurve BlackScholes pricer Compute the price of the Barrier instrument using price.
barrierbyfd and barriersensbyfd	Create the following objects: Barrier instrument BlackScholes model ratecurve FiniteDifference pricer Compute the price of the Barrier instrument using price.
barrierbyls and barriersensbyls	Create the following objects: Barrier instrument BlackScholes, Merton, Bates, or Heston model ratecurve AssetMonteCarlo pricer Compute the price of the Barrier instrument using price.
barrierbystt	Create the following objects: Barrier instrument BlackScholes model ratecurve AssetTree pricer Compute the price of the Barrier instrument using price.
dblbarrierbybls and dblbarriersensbybls	Create the following objects: DoubleBarrier instrument BlackScholes model ratecurve BlackScholes pricer Compute the price of the DoubleBarrier instrument using price.
dblbarrierbyfd and dblbarriersensbyfd	Create the following objects: DoubleBarrier instrument BlackScholes model ratecurve FiniteDifference pricer Compute the price of the DoubleBarrier instrument using price.
touchbybls and touchsensbybls	Create the following objects: Touch instrument BlackScholes model ratecurve BlackScholes pricer Compute the price of the Touch instrument using price.
dbltouchbybls and dbltouchsensbybls	Create the following objects: DoubleTouch instrument BlackScholes model ratecurve BlackScholes pricer Compute the price of the DoubleTouch instrument using price.
cashbybls and cashsensbybls	Create the following objects: Binary instrument BlackScholes model ratecurve BlackScholes pricer
assetbybls and assetsensbybls	Create the following objects: Binary instrument BlackScholes model ratecurve BlackScholes pricer
lookbackbycrr	Create the following objects: Lookback instrument BlackScholes model ratecurve AssetTree pricer Compute the price of the Lookback instrument using price.
lookbackbyeqp	Create the following objects: Lookback instrument BlackScholes model ratecurve AssetTree pricer Compute the price of the Lookback instrument using price.
lookbackbycvgsg and lookbacksensbycvgsg	Create the following objects: Lookback instrument BlackScholes model ratecurve ConzeViswanathan or GoldmanSosinGatto pricer Compute the price of the Lookback instrument using price.
lookbackbyls and lookbacksensbyls	Create the following objects: Lookback instrument BlackScholes, Merton, Bates, or Heston model ratecurve AssetMonteCarlo pricer Compute the price of the Lookback instrument using price.
lookbackbystt	Create the following objects: Lookback instrument BlackScholes model ratecurve AssetTree pricer Compute the price of the Lookback instrument using price.
spreadbykirk and spreadsensbykirk	Create the following objects: Spread instrument BlackScholes model ratecurve Kirk pricer Compute the price of the Spread instrument using price.
spreadbybjs and spreadsensbybjs	Create the following objects: Spread instrument BlackScholes model ratecurve BjerksundStensland pricer Compute the price of the Spread instrument using price.
spreadbyls and spreadsensbyls	Create the following objects: Spread instrument BlackScholes model ratecurve AssetMonteCarlo pricer Compute the price of the Spread instrument using price.
optstockbycrr	Create the following objects: Vanilla instrument BlackScholes model ratecurve AssetTree pricer Compute the price of the Vanilla instrument using price
optstockbyeqp	Create the following objects: Vanilla instrument BlackScholes model ratecurve AssetTree pricer Compute the price of the Vanilla instrument using price
optstockbylr and optstocksensbylr	Create the following objects: Vanilla instrument BlackScholes model ratecurve AssetTree pricer Compute the price of the Vanilla instrument using price
optstockbybls and optstocksensbybls	Create the following objects: Vanilla instrument BlackScholes model ratecurve BlackScholes pricer Compute the price of the Vanilla instrument using price.
optstockbybjs and optstocksensbybjs	Create the following objects: Vanilla instrument BlackScholes model ratecurve BjerksundStensland pricer Compute the price of the Vanilla instrument using price.
optstockbyrgw and optstocksensbyrgw	Create the following objects: Vanilla instrument BlackScholes model ratecurve RollGeskeWhaley pricer Compute the price of the Vanilla instrument using price.
optstockbyfd and optstocksensbyfd	Create the following objects: Vanilla instrument BlackScholes model ratecurve FiniteDifference pricer Compute the price of the Vanilla instrument using price.
optstockbyls and optstocksensbyls	Create the following objects: Vanilla instrument BlackScholes, Merton, Bates, or Heston model ratecurve AssetMonteCarlo pricer Compute the price of the Vanilla instrument using price.
optstockbystt	Create the following objects: Vanilla instrument BlackScholes model ratecurve AssetTree pricer Compute the price of the Vanilla instrument using price.
optByHestonFFT and optSensByHestonFFT	Create the following objects: Vanilla instrument Heston model ratecurve FFT pricer Compute the price of the Vanilla instrument using price.
optByHestonFD and optSensByHestonFD	Create the following objects: Vanilla instrument Heston model ratecurve FiniteDifference pricer Compute the price of the Vanilla instrument using price.
optByHestonNI and optSensByHestonNI	Create the following objects: Vanilla instrument Heston model ratecurve NumericalIntegration pricer Compute the price of the Vanilla instrument using price.
optByBatesFFT and optSensByBatesFFT	Create the following objects: Vanilla instrument Bates model ratecurve FFT pricer Compute the price of the Vanilla instrument using price.
optByBatesFD and optSensByBatesFD	Create the following objects: Vanilla instrument Bates model ratecurve FiniteDifference pricer Compute the price of the Vanilla instrument using price.
optByBatesNI and optSensByBatesNI	Create the following objects: Vanilla instrument Bates model ratecurve NumericalIntegration pricer Compute the price of the Vanilla instrument using price.
optByMertonFFT and optSensByMertonFFT	Create the following objects: Vanilla instrument Merton model ratecurve FFT pricer Compute the price of the Vanilla instrument using price.
optByMertonFD and optSensByMertonFD	Create the following objects: Vanilla instrument Merton model ratecurve FiniteDifference pricer Compute the price of the Vanilla instrument using price.
optByMertonNI and optSensByMertonNI	Create the following objects: Vanilla instrument Merton model ratecurve NumericalIntegration pricer Compute the price of the Vanilla instrument using price.
optByLocalVolFD and optSensByLocalVolFD	Create the following objects: Vanilla instrument Dupire model ratecurve FiniteDifference pricer Compute the price of the Vanilla instrument using price.