Supported Interest-Rate Instruments

Price interest-rate derivatives using functions for tree models, closed form, or Monte Carlo simulation

For information on interest-rate instruments, see Supported Interest-Rate Instrument Functions.

Topics

Supported Interest-Rate Instrument Functions

Interest-rate instrument functions supported by Financial Instruments Toolbox™.

Mapping Financial Instruments Toolbox Functions to Object-Based Framework for Instruments, Models, and Pricers

Mapping functions to a workflow using objects for instruments, models, and pricers.