Index of Examples

Use this example index to jump to code examples in the documentation.

Bond Examples

Single Bond Example
Bond Portfolio Example

Portfolio Examples

Efficient Frontier Example
Optimal Risky Portfolio Example
Constraint Specification Example

Sample Programs

Constructing a Bond Portfolio to Hedge Against Duration and Convexity
Sensitivity of Bond Prices to Changes in Interest Rates
Term Structure Analysis and Interest Rate Swap Pricing
Constructing Greek-Neutral Portfolios of European Stock Options
Sensitivity of Bond Prices to Parallel Shifts in the Yield Curve

Graphics Programs

Plotting an Efficient Frontier
Plotting Sensitivities of an Option
Plotting Sensitivities of a Portfolio of Options