| Financial Toolbox |
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- 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
- 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
- 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
- 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
- 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
- Bond Pricing and Yields
- Term Structure of Interest Rates
- Derivatives Pricing and Yields
- Portfolio Analysis
- Other References
| | Getting Started | |