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Financial Instruments Toolbox

Design, price, and hedge complex financial instruments

Financial Instruments Toolbox™ provides functions for pricing, modeling, hedging, and analyzing cash flows, fixed-income securities, and derivative instruments (including equity, interest-rate, credit, and energy instruments). For interest-rate instruments, you can calculate price, yield, spread, and sensitivity values for various instrument types, including convertible bonds, mortgage-backed securities, treasury bills, bonds, swaps, caps, floors, and floating-rate notes. For derivative instruments, you can compute price, implied volatility, and Greeks using binomial trees, trinomial trees, Shifted SABR, Heston, Monte Carlo simulation, and other models. You can also connect to Numerix® CrossAsset Integration Layer for the valuation and risk management of fixed-income securities, OTC derivatives, structured products, and variable annuity products.

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Learn the basics of Financial Instruments Toolbox

Build and Analyze Curve Models

Create and analyze interest-rate and default probability curves

Price Interest-Rate Instruments

Create interest-rate instrument object, associate the object with a model, and specify pricing method

Price Inflation Instruments

Create inflation instrument object, associate an inflation curve object, and specify pricing method

Price Equity, FX, Commodity, or Energy Instruments

Create equity, FX, commodity, or energy instrument object, associate the object with a model, and specify pricing method

Price Credit Derivative Instruments

Create credit derivative instrument object, associate the object with a model, and specify pricing method

Price an Instrument Portfolio

Create and price portfolio of instruments

Basel Regulatory Frameworks

Basel regulatory requirements for modeling and analysis of credit risk and market risk

Numerix Interface

Numerix instruments and risk models using Numerix CROSSASSET

Price Instruments Using Functions

Price interest-rate, equity, commodity, foreign exchange, credit derivative instruments, mortgage-backed securities using functions