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)