MATLAB FINANCIAL TOOLBOX - RELEASE NOTES Manuel d'utilisateur télécharger pdf (Page 6)

vi Contents

R2012b

Merge of Fixed-Income Toolbox and Financial Derivatives

Toolbox to Financial Instruments Toolbox . . . . . . . . . . . . 6-2

Cap and floor floating-rate note pricing using trees . . . . . . . 6-2

Forward-swap pricing using trees or term structure . . . . . . 6-2

Functions for fitting and extracting calibrated parameters

from IRFunctionCurve objects . . . . . . . . . . . . . . . . . . . . . . . 6-3

LIBOR market model example . . . . . . . . . . . . . . . . . . . . . . . . . 6-3

Counterparty credit risk example . . . . . . . . . . . . . . . . . . . . . . 6-3

Conversion of error and warning message identifiers . . . . . 6-3

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MATLAB FINANCIAL TOOLBOX - RELEASE NOTES Manuel d'utilisateur Page 6