Portfolio Creation Using Functions
Use the instadd
function to create an instrument
portfolio or to add new instruments to an existing portfolio using
functions.
Adding Instruments to an Existing Portfolio Using Functions
Use the instadd
function to add
additional instruments to an existing instrument portfolio.
Instrument Construction and Portfolio Management Using Functions
You can create instruments and manage a collection of instruments as a portfolio using functions.
Financial Instruments Toolbox™ offers two functions
for assessing the fundamental hedging tradeoff, hedgeopt
and hedgeslf
.
Pricing a Portfolio Using the Black-Derman-Toy Model
This example illustrates how the Financial Instruments Toolbox™ is used to create a Black-Derman-Toy (BDT) tree and price a portfolio of instruments using the BDT model.
Pricing and Hedging a Portfolio Using the Black-Karasinski Model
This example illustrates how MATLAB® can be used to create a portfolio of interest-rate derivatives securities, and price it using the Black-Karasinski interest-rate model.
Specifying Constraints with ConSet
Specify a set of linear inequality constraints for
instruments in your portfolio using ConSet
.
Hedging with Constrained Portfolios
Examples to demonstrate hedging with constrained portfolios.
Hedging is an important consideration in modern finance.