Manage portfolios of instruments, perform portfolio hedging and rebalancing
|Add types to instrument collection|
|Add new instruments to instrument collection|
|Complement of instrument set by matching conditions|
|List field names|
|Search instruments for matching conditions|
|Data from instrument variable|
|Data and context from instrument variable|
|Create instrument subset by matching conditions|
|Add or reset data for existing instruments|
|Set properties of interest-rate structure|
|True if input argument is financial structure type or financial object class|
|Create financial structure or return financial structure class name|
Examples and How To
Creating a Portfolio
- Portfolio Creation Using Functions
instaddfunction to create an instrument portfolio or to add new instruments to an existing portfolio using functions.
- Adding Instruments to an Existing Portfolio Using Functions
instaddfunction to add additional instruments to an existing instrument portfolio.
- Instrument Construction and Portfolio Management Using Functions
You can create instruments and manage a collection of instruments as a portfolio using functions.
Working with a Portfolio
- Hedging Functions
Financial Instruments Toolbox™ offers two functions for assessing the fundamental hedging tradeoff,
- Pricing a Portfolio Using the Black-Derman-Toy Model
This example illustrates how the Financial Instruments Toolbox™ is used to create a Black-Derman-Toy (BDT) tree and price a portfolio of instruments using the BDT model.
- Pricing and Hedging a Portfolio Using the Black-Karasinski Model
This example illustrates how MATLAB® can be used to create a portfolio of interest-rate derivatives securities, and price it using the Black-Karasinski interest-rate model.
- Specifying Constraints with ConSet
Specify a set of linear inequality constraints for instruments in your portfolio using
- Hedging with Constrained Portfolios
Examples to demonstrate hedging with constrained portfolios.
Hedging is an important consideration in modern finance.