Normal Model

Calculate price for caps, floors, swaptions for negative rates using Normal (Bachelier) model

Functions

`capbynormal`	Price caps using Normal or Bachelier pricing model
`floorbynormal`	Price floors using Normal or Bachelier pricing model
`swaptionbynormal`	Price swaptions using Normal or Bachelier option pricing model
`normalvolbysabr`	Implied Normal (Bachelier) volatility by SABR model

This example shows how to price swaptions with negative strikes by using the Shifted SABR model.

This example shows how to use hwcalbycap to calibrate market data with the Normal (Bachelier) model to price caplets.

This example shows how to use hwcalbyfloor to calibrate market data with the Normal (Bachelier) model to price floorlets.

Financial Instruments Toolbox™ computes prices for caps, floors, swaptions when modeling for negative interest-rates.

Closed-form solutions for pricing caps and floors using the Black model.