Create instruments for equity options
|Construct Asian option|
|Construct barrier option|
|Construct CBond instrument for convertible bond|
|Construct compound option|
|Construct lookback option|
|Construct stock option|
- 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 Using Functions
You can create instruments and manage a collection of instruments as a portfolio using functions.
- Supported Equity Derivative Functions
Equity derivative instrument functions supported by Financial Instruments Toolbox™.