| Financial Derivatives Toolbox | |
Look here for information about the use and application of the Financial Derivatives Toolbox.
The Financial Derivatives Toolbox computes pricing and sensitivities of interest rate contingent claims based upon sets of zero coupon bonds or the Heath-Jarrow-Morton (HJM) evolution model of the interest rate term structure. See the sections Interest Rate Environment and Heath-Jarrow-Morton (HJM) Model for a description of these models.
Among the applications of the Financial Derivatives Toolbox discussed are:
Creating and Managing Instrument Portfolios
Pricing and Sensitivity from Interest Term Structure
Pricing and Sensitivity from HJM
| | Further Reading | Tutorial | |