Main Content
intenvsens
Instrument price and sensitivities from set of zero curves
Description
[
computes dollar prices and price sensitivities for instruments that use a zero coupon bond
rate structure. Delta
,Gamma
,Price
] = intenvprice(RateSpec
InstSet
)
intenvsens
handles the following instrument types:
'Bond'
, 'CashFlow'
, 'Fixed'
,
'Float'
, 'Swap'
. See instadd
for information about constructing defined types.
Examples
Input Arguments
Output Arguments
Version History
Introduced before R2006a