Financial Derivatives Toolbox Getting Started Preface About this Book Organization of the Document Typographical Conventions Related Products Further Reading Heath-Jarrow-Morton Modeling Financial Derivatives Using the Financial Derivatives Toolbox Tutorial Introduction Interest Rate Models Financial Instruments Hedging Creating and Managing Instrument Portfolios Portfolio Creation Portfolio Management Interest Rate Environment Interest Rates vs. Discount Factors Interest Rate Term Conversions Interest Rate Term Structure Pricing and Sensitivity from Interest Term Structure Pricing Sensitivity Heath-Jarrow-Morton (HJM) Model Building an HJM Forward Rate Tree Using HJM Trees in MATLAB Pricing and Sensitivity from HJM Pricing and the Price Tree Calculating Prices and Sensitivities Hedging Hedging Functions Hedging with hedgeopt Self Financing Hedges (hedgeslf) Specifying Constraints with ConSet Hedging with Constrained Portfolios Index of Examples Reference Function Reference Functions by Category Alphabetical List of Functions bondbyhjm bondbyzero bushpath bushshape capbyhjm cfbyhjm cfbyzero classfin date2time datedisp derivget derivset disc2rate fixedbyhjm fixedbyzero floatbyhjm floatbyzero floorbyhjm hedgeopt hedgeslf hjmprice hjmsens hjmtimespec hjmtree hjmvolspec instadd instaddfield instbond instcap instcf instdelete instdisp instfields instfind instfixed instfloat instfloor instget instgetcell instlength instoptbnd instselect instsetfield instswap insttypes intenvget intenvprice intenvsens intenvset isafin mkbush mmktbyhjm optbndbyhjm rate2disc ratetimes swapbyhjm swapbyzero treeviewer Printable Documentation (PDF) Product Page (Web)