MATLAB FINANCIAL TOOLBOX - RELEASE NOTES User Manual download pdf (Page 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

No comments

MATLAB FINANCIAL TOOLBOX - RELEASE NOTES User Manual Page 21