Instrument Creation

Create instruments for equity options

Functions

instasianConstruct Asian option
instbarrierConstruct barrier option
instcbondConstruct CBond instrument for convertible bond
instcompoundConstruct compound option
instlookbackConstruct lookback option
instoptstockConstruct stock option

Examples and How To

Pricing Equity Derivatives Using Trees

Pricing functions calculate the price of any set of supported instruments based on a binary equity price tree, an implied trinomial price tree, or a standard trinomial tree.

Computing Equity Instrument Sensitivities

The delta, gamma, and vega sensitivities that the toolbox computes are dollar sensitivities.

Instrument Construction and Portfolio Management

You can create instruments and manage a collection of instruments as a portfolio.

Concepts

Supported Equity Derivatives

Equity derivative instruments supported by Financial Instruments Toolbox™.