MATLAB FINANCIAL TOOLBOX - RELEASE NOTES Instrukcja Użytkownika Pobierz pdf (Strona 21)

4-5

modification of the way risky present value of a basis point (RPV01) is computed and

these changes were made to better reflect the industry practice of paying CDS premiums

only on specific payment dates.

optimoptions support

optimoptions support for IRFitOptions, fitFunction method, hwcalbycap, and

hwcalbyfloor.

Functions moved from Financial Instruments Toolbox to Financial Toolbox

The following functions are moved from Financial Instruments Toolbox to Financial

Toolbox™:

• cdai

• cdprice

• cdyield

• tbilldisc2yield

• tbillprice

• tbillrepo

• tbillval01

• tbillyield

• tbillyield2disc

1 2 ... 16 17 18 19 20 21 22 23 24 25 26 ... 29 30

Brak uwag

MATLAB FINANCIAL TOOLBOX - RELEASE NOTES Instrukcja Użytkownika Strona 21