Financial Derivatives Toolbox: Model and analyze equity and fixed-income derivatives
Put into service Financial Derivatives Toolbox Treeviewer tool to envision Implied Trinomial Stock Trees and Hull-White Trinomial Interest Rate Trees.
金融衍生工具的工具箱软件允许国际泳联ncial Toolbox software with tools for canvassing and prototyping fixed-income derivatives, equity and securities depending on interest rates. Developers can employ the toolbox to compute sensitivities, prices, execute hedging and view price evolutions studies employing common fixed-income modeling and equity methods.
Cardinal Prominent Attributes
Computes sensitivities and prices of exotic equity options and vanilla employing the, ITT , EQP, CRR model.
Computes the cost of any set of corroborated instruments established on the structure of interest-rate.
Computes sensitivities and prices of fixed-income instruments employing the BDT, HJM, HW and BK model.
Provides strategy for downplaying the cost of hedging a portfolio contributed a set of target predispositions and understating portfolio predispositions given maximal target price.
Working with Equity Options
The toolbox renders functionality for modeling the development of stock prices employing the Implied Trinomial Tree (ITT) , the Equal Probabilities (EQP), the Cox-Ross-Rubinstein (CRR) method. With these distinct time modeling methods, developers can produce trinomial or binomial trees and illustrate the expected stock price for every node in the tree with the comparable volatility. The toolbox in addition, renders functionality for computing prices of the portfolio and predispositions established on trinomial and binary equity price tree.
金融导数工具箱证实了以下权益选项：
Asian
Vanilla ( Bermuda, European, American)
障碍
Lookback
化合物
Working with Fixed-Income Instruments
金融导数工具箱包括确定基于利率曲线建立的各个金融工具的敏感性和价格的功能。开发人员可以将功能实施到各种类型工具的投资组合或类似类型的工具组的组合。
此外，该工具箱还采用了采用船体白人（HW），黑德曼网站（BDT），Black-Karasinski（BK），Heath-Jarrow-Morton（HJM）模型来计算敏感性和价格的功能其他金融工具。
金融导数工具箱证实了以下固定收入仪器：
香草互换
Bonds and options on bonds
Floating-rate notes and fixed-rate.
酌处现金流量
Floors and caps.
Creating Portfolios and Hedging Strategies
金融导数工具箱呈现用于实施对冲策略和定价投资组合的功能。开发人员可以：
制作并运送构成各种金融工具类型的投资组合。
Compute the sensitivities and price for each instrument and the total portfolio.
A way of regarding situations for the outcomes either graphically or numerically.
定义对冲策略，该策略采用投资组合中的挑选的工具来实现成本或目标灵敏度。
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