MATLAB SYSTEMTEST RELEASE NOTES Guide d'installation Page 207

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Summary of New Features
Financial Toolbox
New functions for computing common investment performance and
risk-adjusted metrics: sharpe, inforatio, portalpha, 1pm, elpm
New graphical user interface (ftstool) to support loading, manipulation,
and analysis of time series (FINTS) objects (interoperates with Database
Toolbox, Datafeed Toolbox, Financial Time Series GUI (f
tsgui),
and
chartf ts interface
For details, see the product-specific release notes.
Fixed Point Toolbox
Support for use of f i objects with the DataType property set to double
without a Fixed-Point Toolbox license, when the f ipref LoggingMode
property is set to off
Fixed-point square root support
Limited dot notation support for f i objects added to Embedded MATLAB
Function block in Simulink
get function support for use with f i objects added to the Embedded
MATLAB Function block in Simulink
New default syntax for f i objects
For details, see the product-specific release notes.
GARCH Toolbox
New Hodrick-Prescott filter for separating time series into trend and cyclical
components
New demo that reproduces the results in original paper on U.S. business
cycles by Hodrick and Prescott
For details, see the product-specific release notes.
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