price instruments using functions -凯发k8网页登录
financial instruments provides functions for pricing, modeling, hedging, and analyzing cash flows, fixed-income securities, and derivative instruments (including equity, interest-rate, credit, and energy instruments). for interest-rate instruments, you can calculate price, yield, spread, and sensitivity values for various instrument types, including convertible bonds, mortgage-backed securities, treasury bills, bonds, swaps, caps, floors, and floating-rate notes. for derivative instruments, you can compute price, implied volatility, and greeks using binomial trees, trinomial trees, shifted sabr, heston, monte carlo simulation, and other models.
categories
bootstrap yield curves from market data, estimate parameters for yield curve models, simulate yield curves from historical data
interest-rate instruments price, sensitivities, and term structure
equity options price and sensitivities
energy options price and sensitivities
credit default swap pricing and default probability curve, counterparty credit risk exposures
mortgage pass-through cash flows, cmo instrument pricing