Financial Toolbox Getting Started Preface Introducing the Financial Toolbox Using This Guide Expected Background Organization of the Document Examples Related Products Prerequisites Compatibility Configuration Information Additional Resources Financial Demonstration Programs Finding Additional Information Typographical Conventions Getting Started Using Matrix Functions for Finance Key Definitions Referencing Matrix Elements Transposing Matrices Matrix Algebra Refresher Adding and Subtracting Matrices Multiplying Matrices Dividing Matrices Solving Simultaneous Linear Equations Operating Element-by-Element Function Input/Output Arguments Input Arguments Function Output Arguments Interest Rate Arguments Using the Financial Toolbox Tutorial Handling and Converting Dates Date Formats Date Conversions Current Date and Time Determining Dates Formatting Currency Charting Financial Data High-Low-Close Chart Example Bollinger Chart Example Analyzing and Computing Cash Flows Interest Rates/Rates of Return Present or Future Values Depreciation Annuities Pricing and Computing Yields for Fixed-Income Securities Terminology SIA Framework SIA Default Parameter Values SIA Coupon Date Calculations SIA Semi-Annual Yield Conventions Pricing Functions Yield Functions Fixed-Income Sensitivities Term Structure of Interest Rates Pricing and Analyzing Equity Derivatives Sensitivity Measures Analysis Models Analyzing Portfolios Portfolio Optimization Functions Portfolio Construction Examples Linear Constraint Equations Specifying Additional Constraints Solving Sample Problems Common Problems in Finance Sensitivity of Bond Prices to Changes in Interest Rates Constructing a Bond Portfolio to Hedge Against Duration and Convexity Sensitivity of Bond Prices to Parallel Shifts in the Yield Curve Constructing Greek-Neutral Portfolios of European Stock Options Term Structure Analysis and Interest Rate Swap Pricing Producing Graphics with the Toolbox Plotting an Efficient Frontier Plotting Sensitivities of an Option Plotting Sensitivities of a Portfolio of Options Index of Examples Reference Function Reference Functions by Category Handling and Converting Dates Formatting Currency Charting Financial Data Analyzing and Computing Cash Flows Fixed-Income Securities Analyzing Portfolios Pricing and Analyzing Derivatives GARCH Processes Obsolete Bond Price and Yield Functions Alphabetical List of Functions accrfrac acrubond acrudisc amortize annurate annuterm bdtbond bdttrans beytbill binprice blkprice blsdelta blsgamma blsimpv blslambda blsprice blsrho blstheta blsvega bndconvp bndconvy bnddurp bnddury bndprice bndyield bolling busdate candle cfamounts cfconv cfdates cfdur cfport cftimes corr2cov cov2corr cpncount cpndaten cpndatenq cpndatep cpndatepq cpndaysn cpndaysp cpnpersz cur2frac cur2str dateaxis datedisp datefind datemnth datenum datestr datevec datewrkdy day days360 days365 daysact daysdif depfixdb depgendb deprdv depsoyd depstln disc2zero discrate effrr eomdate eomday ewstats fbusdate frac2cur frontcon fvdisc fvfix fvvar fwd2zero highlow holidays hour irr isbusday lbusdate lweekdate m2xdate minute mirr month months movavg nomrr now nweekdate opprofit payadv payodd payper payuni pcalims pcgcomp pcglims pcpval pointfig portalloc portcons portopt portrand portsim portstats portvrisk prbyzero prdisc prmat prtbill pvfix pvvar pyld2zero ret2tick second taxedrr tbl2bond tick2ret today tr2bonds ugarch ugarchllf ugarchpred ugarchsim weekday wrkdydif x2mdate xirr year yeardays yearfrac ylddisc yldmat yldtbill zbtprice zbtyield zero2disc zero2fwd zero2pyld Glossary Bibliography Bond Pricing and Yields Term Structure of Interest Rates Derivatives Pricing and Yields Portfolio Analysis Other References Printable Documentation (PDF) Product Page (Web)