Financial Derivatives Toolbox

Index

A

arbitrary cash flow instruments

B

bond

C

conventions in our documentation (table)

D

dependent constraints

deterministic model

discount factors

F

fixed rate note, defined

floating rate note, defined

G

H

Heath-Jarrow-Morton (HJM) model

Heath-Jarrow-Morton tree

hedging

HJM pricing options structure

hjmprice <1> <2>

input arguments

forms of volatility

I

inconsistent constraints

creating an instrument

creating new instruments

instrument index

interest rate environment

inverse discount

L

least squares problem

M

O

P

per-dollar sensitivities

price tree structure

pricing options structure

R

rate specification

creating inverse discounts

recombining tree

S

sensitivities

per-dollar, example of

stochastic model

T

examining values with

TypeString argument

U

under-determined system

V

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