Main Content
Instrument Creation
Create instruments for equity options
Create a new equity option instrument set or add equity option instruments to an existing instrument set.
Functions
instasian | Construct Asian option |
instbarrier | Construct barrier option |
instcbond | Construct CBond instrument for convertible bond |
instcompound | Construct compound option |
instlookback | Construct lookback option |
instoptstock | Construct stock option |
Topics
- 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™.