利率工具是一种衍生品，其标的资产为以给定的利率支付或接收名义资金金额的权利。Financial Instruments Toolbox™ 还提供了额外的功能，用于为多种利率证券定价、计算敏感度和执行对冲分析。您可以使用定价模型（包括格型模型、蒙特卡罗模拟和多个闭式解）来对债券、浮动利率期票、普通掉期、期货、债券期权、摊销债券、利率顶和利率底进行定价。有关详细信息，请参阅。
|Price fixed-income security from yield to maturity|
|Static spread over spot curve|
|Total return of fixed-coupon bond|
|Margin measures for floating-rate bond|
|Discount margin for floating-rate bond|
|Price of discounted security|
|Price with interest at maturity|
|Price of Treasury bill|
|Bond equivalent yield for Treasury bill|
|Yield to maturity for fixed-income security|
|Bank discount rate of security|
|Treasury bond parameters given Treasury bill parameters|
|Term-structure parameters given Treasury bond parameters|
|Yield of discounted security|
|Yield with interest at maturity|
|Yield of Treasury bill|
Compute the accrued interest, price, yield, convexity, and duration of fixed-income securities.
Available functions for computing prices and yields on Treasury bills.
Derive and analyze interest rate curves, including data conversion and extrapolation, bootstrapping, and interest-rate curve conversions.
This example demonstrates an analysis of duration and convexity for a bond portfolio using SIA-compliant bond functions.
This example constructs a bond portfolio to hedge a portfolio of bonds.
This example shows how to derive implied zero and forward curves from the observed market prices of coupon-bearing bonds.
Treasury bills are short-term securities sold by the United States Treasury.