|Price bond from set of zero curves|
|Price cash flows from set of zero curves|
|Price fixed-rate note from set of zero curves|
|Price floating-rate note from set of zero curves|
|Price instruments from set of zero curves|
|Instrument price and sensitivities from set of zero curves|
|Price swap instrument from set of zero curves and price cross-currency swaps|
Computation of prices and sensitivities using interest-rate curves.
The interest-rate term structure represents the evolution of interest rates through time.
A zero-coupon bond is a corporate, Treasury, or municipal debt instrument that pays no periodic interest.
In many situations when cash flow is available, discounting factors to the cash flows may not be immediately apparent.
Financial Instruments Toolbox™ contains the function
which computes a fixed-rate par yield that equates the floating-rate
side of a swap to the fixed-rate side.
Interest-rate instrument functions supported by Financial Instruments Toolbox.