Creating a Portfolio

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.

Working with a Portfolio

Hedging 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.