1900 date system 1900 date system 1904 date system 1904 date system 360-day year 365-day year accrued interest accrued interest accrued interest computing fractional period acrubond acrudisc actual days between dates adding a scalar and a matrix adding matrices advance payments, periodic payment given after-tax rate of return algebra, linear algebra, linear American options American options amortization amortization amortization amortization amortize amortize analysis models for equity derivatives analyzing and computing cash flows equity derivatives portfolios annuity payment of with odd first period periodic interest rate of periodic payment of loan or annurate annuterm apostrophe or prime character (') arguments function return interest rate matrices as, limitations vectors as, limitations array operations ASCII character asset covariance matrix with exponential weighting asset life axis labels, converting bank format base date basis basis, day-count bdtbond bdttrans beytbill binomial functions model put and call pricing tree, building binprice binprice Black's option pricing Black-Scholes elasticity functions implied volatility model options options put and call pricing sensitivity to interest rate change time-until-maturity change underlying delta change underlying price change underlying price volatility blkprice blsdelta blsdelta blsdelta blsdelta blsgamma blsgamma blsgamma blsgamma blsimpv blslambda blslambda blsprice blsprice blsrho blstheta blsvega blsvega bndconvp bndconvy bnddurp bnddury bndprice bndyield bolling bolling Bollinger band chart Bollinger band chart bond convexity convexity duration duration equivalent yield for Treasury bill portfolio constructing to hedge against duration and convexity visualizing sensitivity of price to parallel shifts in the yield curve sensitivity of prices to changes in interest rates bonds zero-coupon bootstrapping bootstrapping bootstrapping bootstrapping building a binomial tree busdate busdate business date last of month business day next next previous business days call and put pricing Black-Scholes candle candle candlestick chart capital allocation line cash flow analyzing and computing convexity dates dates duration future value of varying internal rate of return internal rate of return for nonperiodic irregular modified internal rate of return negative portfolio form of amounts present value of varying sensitivity of uniform payment equal to varying cell array cfamounts cfconv cfdates cfdates cfdur cfport cftimes character array strings stored as character, ASCII chart Bollinger band Bollinger band candlestick high, low, open, close leading and lagging moving averages point and figure charting financial data colon (:) commutative law commutative law computing cash flows dot products of vectors yields for fixed-income securities configuration information constraint functions constraint matrix constructing a bond portfolio to hedge against duration and convexity greek-neutral portfolios of European stock options conventions SIA conventions in our documentation (table) conversions currency date input date output converting and handling dates axis labels convexity cash flow constructing a bond portfolio to hedge against portfolio portfolio corr2cov coupon bond prices to zero curve yields to zero curve coupon date after settlement date days between days between coupon dates coupon payments remaining until maturity coupon period containing settlement date fraction of coupons payable between dates cov2corr covariance matrix covariance matrix with exponential weighting cpncount cpndaten cpndatenq cpndatep cpndatepq cpndaysn cpndaysp cpnpersz cur2frac cur2frac cur2str cur2str currency converting decimal formatting fractional fractional values current date and time and time date base components conversions current current current end of month first business, of month formats hour of input conversions last date of month last weekday in month maturity minute of number number displaying as string Excel to MATLAB indices of in matrix MATLAB to Excel of day in future or past month of future or past workday output conversions seconds of starting, add month to string string vector year of date date of specific weekday in month date system 1900 1900 1904 1904 dateaxis dateaxis datedisp datedisp datefind datemnth datenum datenum dates actual days between business days cash-flow cash-flow coupon days between days between days between days between determining first coupon fraction of year between handling and converting investment horizon issue last coupon number of months between quasi-coupon settlement vector of working days between datestr datestr datestr datevec datevec datewrkdy day date of specific weekday in month of month of month, last of the week day day-count basis day-count convention days between coupon date and settlement date dates dates dates dates dates settlement date and next coupon date business holidays in coupon period containing settlement date last business date of month last weekday in month nontrading number of, in year days360 days365 daysact daysdif decimal currency to fractional currency declining-balance depreciation fixed fixed general general definitions delta delta delta change, Black-Scholes sensitivity to underlying depfixdb depfixdb depgendb depgendb depgendb deprdv depreciable value, remaining depreciation depreciation fixed declining-balance fixed declining-balance general declining-balance general declining-balance straight-line straight-line sum of years' digits sum of years' digits depsoyd depsoyd depstln derivatives equity, pricing and analyzing sensitivity measures for determining dates disc2zero discount curve from zero curve to zero curve discount rate of a security discount security future value of price of yield of discrate dividing matrices dot products of vectors duration cash-flow and modified constructing a bond portfolio to hedge against for fixed-income securities Macaulay modified portfolio portfolio effective rate of return effective rate of return efficient frontier efficient frontier plotting an effrr effrr elasticity Black-Scholes element-by-element operating elements, referencing matrix e-mail to financial products end-of-month rule enlarging matrices eomdate eomday equations solving simultaneous linear equity derivatives analysis models for European options constructing greek-neutral portfolios of ewstats ewstats Excel date number from MATLAB date number to MATLAB date number exponential weighting of covariance matrix fbusdate financial data charting financial products information e-mail address Web site first business date of month first coupon date fixed declining-balance depreciation fixed declining-balance depreciation fixed periodic payments future value with fixed-income securities cash-flow dates Macaulay and modified durations for pricing pricing and computing yields for terminology yield functions for fixed-income sensitivities formats bank date formatting currency and charting financial data forward curve from zero curve to zero curve forward price frac2cur frac2cur fraction of coupon period year between dates fractional currency fractional currency frontcon frontcon frontier plotting an efficient frontier, efficient frontier, efficient function return arguments future month, date of day in future value future value of discounted security of varying cash flow with fixed periodic payments fvdisc fvfix fvvar fwd2zero gamma gamma gamma gamma general declining-balance depreciation general declining-balance depreciation generating and referencing matrix elements graphics producing three-dimensional greek-neutral portfolios, constructing greeks greeks handling and converting dates hedging a bond portfolio against duration and convexity high, low, open, close chart highlow highlow holidays holidays holidays holidays and nontrading days hour hour of date or time identity matrix implied volatility Black-Scholes indices of date numbers in matrix of nonrepeating integers in matrix indifference curve inner dimension rule input conversions string installing the Financial Toolbox interest accrued accrued on loan interest rate swap interest rates arguments Black-Scholes sensitivity to change of annuity, periodic rate of return risk-free sensitivity of bond prices to changes in term structure term structure internal rate of return for nonperiodic cash flow modified inversion, matrix investment horizon irr isbusday issue date Ito process lagging and leading moving averages chart lambda last business date of month date of month day of month weekday in month last coupon date lbusdate leading and lagging moving averages chart left division leverage of an option linear algebra linear algebra linear equations solving simultaneous system of loan loan loan loan interest on payment with odd first period periodic payment of lweekdate lweekdate m2xdate m2xdate Macaulay duration for fixed-income securities MATLAB date number from Excel date number to Excel date number matrices adding and subtracting as arguments, limitations dividing enlarging multiplying multiplying multiplying vectors and of string input singular square transposing matrix adding or subtracting a scalar algebra refresher covariance elements generating referencing identity indices of date numbers indices of integers in inversion multiplying by a scalar numbers and strings in a maturity price with interest at yield of a security paying interest at maturity date minute minute of date or time mirr modified duration modified duration for fixed-income securities modified internal rate of return month add, to starting date date of specific weekday day of first business date of last business date last date of last day of month months last weekday in number of months between dates monthsbd movavg movavg moving averages chart multiplying a matrix by a scalar matrices two matrices vectors vectors and matrices names variable NaN negative cash flows Newton's method Newton's method next business day coupon date after settlement date or previous business day nominal rate of return nomrr nomrr nontrading days nontrading days normcdf normcdf normcdf normpdf normpdf normpdf normpdf notation row, column now now number of days in year periods to obtain value whole months between dates numbers and strings in a matrix date nweekdate nweekdate odd first period payment of loan or annuity with operating element-by-element operations, array opprofit optimal portfolio option leverage of plotting sensitivities of plotting sensitivities of a portfolio of pricing Black's model profit output conversions, date par value par yield curve from zero curve to zero curve past month, date of day in payadv payment of loan or annuity with odd first period periodic, given number of advance payments periodic, of loan or annuity uniform, equal to varying cash flow payodd payper payuni pcalims pcgcomp pcglims pcpval period periodic interest rate of annuity periodic payment future value with fixed given advance payments of loan or annuity present value with fixed pivot year pivot year pivot year plotting efficient frontier sensitivities of a portfolio of options sensitivities of an option point and figure chart pointfig pointfig portalloc portalloc portalloc portcons portcons portfolio convexity convexity duration duration expected rate of return of options, plotting sensitivities of optimal risks, returns, and weights randomized portfolio optimization portfolio selection portfolios analyzing of European stock options constructing greek-neutral portopt portopt portopt portrand portsim portstats portvrisk prbyzero prdisc present value of varying cash flow with fixed periodic payments previous quasi coupon date price change, Black-Scholes sensitivity to underlying forward of discounted security of Treasury bill volatility, Black-Scholes sensitivity to underlying with interest at maturity pricing and analyzing equity derivatives and computing yields for fixed-income securities fixed-income securities principal prmat profit, option prtbill purchase price put and call pricing binomial Black-Scholes pvfix pvvar pyld2zero quasi coupon date previous quasi-coupon dates randomized portfolio risks, returns, and weights rate of a security, discount rate of return after-tax effective effective internal internal for nonperiodic cash flow modified internal nominal portfolio expected redemption value reference date referencing matrix elements referencing matrix elements remaining depreciable value remaining depreciable value ret2tick return arguments, function rho risk aversion risk-free interest rates risks returns, and weights randomized portfolio row, column notation row-by-column savings account savings account savings account scalar adding or subtracting multiplying a matrix by second seconds of date or time securities industry association sensitivity fixed-income measures for derivatives of a portfolio of options, plotting of an option, plotting of bond prices to changes in interest rates of cash flow to interest rate change, Black-Scholes to time-until-maturity change, Black-Scholes to underlying delta change, Black-Scholes to underlying price change, Black-Scholes to underlying price volatility, Black-Scholes visualizing to parallel shifts in the yield curve settlement date coupon period containing days between previous coupon date and days between, and coupon date next coupon date after SIA compatibility default parameter values framework order of precedence use of nonlinear formulas use of nonlinear formulas SIA conventions single quotes singular matrices solving sample problems with the toolbox spreadsheets square matrices straight-line depreciation straight-line depreciation strings and numbers in a matrix date date input, matrices of stored as character array subtracting a scalar and a matrix matrices sum of years' digits depreciation sum of years' digits depreciation swap synch date synchronization date system of linear equations taxedrr tbl2bond term structure term structure term structure term structure term structure term structure term structure term structure term structure term structure term structure term structure parameters from Treasury bond parameters terminology, fixed-income securities theta three-dimensional graphics tick labels tick2ret time current current hour of minute of seconds of time-until-maturity change Black-Scholes sensitivity to today today tr2bonds transposing matrices Treasury bill bond equivalent yield for parameters to Treasury bond parameters price of yield of Treasury bond parameters from Treasury bill parameters to term-structure parameters ugarch ugarchllf ugarchpred ugarchsim uniform payment equal to varying cash flow variable names vector date of dates vectors as arguments, limitations computing dot products of multiplying multiplying matrices and vega vega visualizing the sensitivity of a bond portfolio's price to parallel shifts in the yield curve volatility Black-Scholes implied implied Web site for financial products week, day of weekday date of specific, in month weekday workday, date of future or past working days between dates wrkdydif x2mdate x2mdate xirr year fraction of between dates number of days in of date year yeardays yearfrac yield curve curve visualizing sensitivity of bond portfolio's price to parallel shifts in for Treasury bill, bond equivalent functions for fixed-income securities of discounted security of security paying interest at maturity of Treasury bill yields for fixed-income securities, pricing and computing yield-to-maturity ylddisc yldmat yldtbill zbtprice zbtprice zbtyield zbtyield zero curve zero curve zero curve from coupon bond prices from coupon bond yields from discount curve from forward curve from par yield curve to discount curve to forward curve to par yield curve zero2disc zero2disc zero2fwd zero2fwd zero2pyld zero2pyld zero-coupon bonds zero-coupon bonds zero-coupon bonds