Mapping Financial Instruments Toolbox Functions for Interest-Rate Instrument Objects

The following table lists the Financial Instruments Toolbox™ functions for interest-rate instruments mapped to the associated workflow using the object-based framework for instruments, models, and pricers.

Note

The function-based workflows and the object-based workflows should not be mixed; they are parallel tracks for instrument pricing. The function-based and object-based workflows can return different instrument prices even if you use the same data. The difference is because the existing Financial Instruments Toolbox functions internally use datetime and the object-based framework use yearfrac for date handling. For more information, see Difference Between yearfrac and date2time.

Financial Instruments Toolbox Function	Object-Based Workflow
`capbyblk`	Create the following objects: `Cap` instrument `Black` model `ratecurve` `Black` pricer Compute the price of the `Cap` instrument using `price`.
`capbynormal`	Create the following objects: `Cap` instrument `Normal` model `ratecurve` `Normal` pricer Compute the price of the `Cap` instrument using `price`.
`capbybk`	Create the following objects: `Cap` instrument `BlackKarasinski` model `ratecurve` `IRTree` pricer Compute the price of the `Cap` instrument using `price`.
`capbybdt`	Create the following objects: `Cap` instrument `BlackDermanToy` model `ratecurve` `IRTree` pricer Compute the price of the `Cap` instrument using `price`.
`capbyhw`	Create the following objects: `Cap` instrument `BlackKarasinski` model `ratecurve` `IRTree` pricer Compute the price of the `Cap` instrument using `price`.
`capbylg2f`	Create the following objects: `Cap` instrument `LinearGaussian2F` model `ratecurve` `IRMonteCarlo` pricer Compute the price of the `Cap` instrument using `price`.
`capbycir`	Create the following objects: `Cap` instrument `CoxIngersollRoss` model `IRTree` pricer Compute the price of the `Cap` instrument using `price`.
`floorbyblk`	Create the following objects: `Floor` instrument `Black` model `ratecurve` `Black` pricer Compute the price of the `Floor` instrument using `price`.
`floorbycir`	Create the following objects: `Floor` instrument `CoxIngersollRoss` model `IRTree` pricer Compute the price of the `Floor` instrument using `price`.
`floorbynormal`	Create the following objects: `Floor` instrument `Normal` model `ratecurve` `Normal` pricer Compute the price of the `Floor` instrument using `price`.
`floorbybk`	Create the following objects: `Floor` instrument `BlackKarasinski` model `ratecurve` `IRTree` pricer Compute the price of the `Floor` instrument using `price`.
`floorbybdt`	Create the following objects: `Floor` instrument `BlackDermanToy` model `ratecurve` `IRTree` pricer Compute the price of the `Floor` instrument using `price`.
`floorbyhw`	Create the following objects: `Floor` instrument `BlackKarasinski` model `ratecurve` `IRTree` pricer Compute the price of the `Floor` instrument using `price`.
`floorbylg2f`	Create the following objects: `Floor` instrument `LinearGaussian2F` model `ratecurve` `IRMonteCarlo` pricer Compute the price of the associated instrument using `price`.
`swaptionbyblk`	Create the following objects: `Swaption` instrument `Black` model `ratecurve` `Black` pricer Compute the price of the `Swaption` instrument using `price`.
`swaptionbycir`	Create the following objects: `Swaption` instrument `CoxIngersollRoss` model `IRTree` pricer Compute the price of the `Swaption` instrument using `price`.
`swaptionbynormal`	Create the following objects: `Swaption` instrument `Normal` model `ratecurve` `Normal` pricer Compute the price of the `Swaption` instrument using `price`.
`swaptionbybk`	Create the following objects: `Swaption` instrument `BlackKarasinski` model `ratecurve` `IRTree` pricer Compute the price of the `Swaption` instrument using `price`.
`swaptionbybdt`	Create the following objects: `Swaption` instrument `BlackDermanToy` model `ratecurve` `IRTree` pricer Compute the price of the `Swaption` instrument using `price`.
`swaptionbyhw`	Create the following objects: `Swaption` instrument `BlackKarasinski` model `ratecurve` `IRTree` pricer Compute the price of the `Swaption` instrument using `price`.
`swaptionbylg2f`	Create the following objects: `Swaption` instrument `LinearGaussian2F` model `ratecurve` `IRMonteCarlo` pricer Compute the price of the associated instrument using `price`.
`fixedbyzero`	Create the following objects: `FixedBond` instrument `ratecurve` `Discount` pricer Compute the price of the `FixedBond` instrument using `price`.
`fixedbybk`	Create the following objects: `FixedBond` instrument `BlackKarasinski` model `ratecurve` `IRTree` pricer Compute the price of the `FixedBond` instrument using `price`.
`fixedbybdt`	Create the following objects: `FixedBond` instrument `BlackDermanToy` model `ratecurve` `IRTree` pricer Compute the price of the `FixedBond` instrument using `price`.
`fixedbycir`	Create the following objects: `FixedBond` instrument `CoxIngersollRoss` model `IRTree` pricer Compute the price of the `FixedBond` instrument using `price`.
`fixedbyhw`	Create the following objects: `FixedBond` instrument `HullWhite` model `ratecurve` `IRTree` pricer Compute the price of the `FixedBond` instrument using `price`.
`bondbyzero`	Create the following objects: `FixedBond` instrument `ratecurve` `Discount` pricer Compute the price of the `FixedBond` instrument using `price`.
`tfutbyprice`	Create the following objects: `BondFuture` instrument `ratecurve` `Future` pricer Compute the price of the `BondFuture` instrument using `price`.
`floatbyzero`	Create the following objects: `FloatBond` instrument `ratecurve` `Discount` pricer Compute the price of the `FloatBond` instrument using `price`.
`floatbybk`	Create the following objects: `FloatBond` instrument `BlackKarasinski` model `ratecurve` `IRTree` pricer Compute the price of the `FloatBond` instrument using `price`.
`floatbybdt`	Create the following objects: `FloatBond` instrument `BlackDermanToy` model `ratecurve` `IRTree` pricer Compute the price of the `FloatBond` instrument using `price`.
`floatbycir`	Create the following objects: `FloatBond` instrument `CoxIngersollRoss` model `IRTree` pricer Compute the price of the `FloatBond` instrument using `price`.
`floatbyhw`	Create the following objects: `FloatBond` instrument `HullWhite` model `ratecurve` `IRTree` pricer Compute the price of the `FloatBond` instrument using `price`.
`oasbybk`	Create the following objects: `OptionEmbeddedFixedBond` instrument `BlackKarasinski` model `ratecurve` `IRTree` pricer Compute the OAS of the `OptionEmbeddedFixedBond` instrument using `oas`.
`oasbybdt`	Create the following objects: `OptionEmbeddedFixedBond` instrument `BlackDermanToy` model `ratecurve` `IRTree` pricer Compute the OAS of the `OptionEmbeddedFixedBond` instrument using `oas`.
`oasbyhw`	Create the following objects: `OptionEmbeddedFixedBond` instrument `HullWhite` model `ratecurve` `IRTree` pricer Compute the OAS of the `OptionEmbeddedFixedBond` instrument using `oas`.
`optbndbyhw`	Create the following objects: `FixedBondOption` instrument `HullWhite` model `ratecurve` `IRTree` pricer Compute the price of the `FixedBondOption` instrument using `price`.
`optbndbybk`	Create the following objects: `FixedBondOption` instrument `BlackKarasinski` model `ratecurve` `IRTree` pricer Compute the price of the `FixedBondOption` instrument using `price`.
`optbndbycir`	Create the following objects: `FixedBondOption` instrument `CoxIngersollRoss` model `IRTree` pricer Compute the price of the `FixedBondOption` instrument using `price`.
`optbndbybdt`	Create the following objects: `FixedBondOption` instrument `BlackDermanToy` model `ratecurve` `IRTree` pricer Compute the price of the `FixedBondOption` instrument using `price`.
`optfloatbybk`	Create the following objects: `FloatBondOption` instrument `BlackKarasinski` model `ratecurve` `IRTree` pricer Compute the price of the `FloatBondOption` instrument using `price`.
`optfloatbybdt`	Create the following objects: `FloatBondOption` instrument `BlackDermanToy` model `ratecurve` `IRTree` pricer Compute the price of the `FloatBondOption` instrument using `price`.
`optfloatbycir`	Create the following objects: `FloatBondOption` instrument `CoxIngersollRoss` model `IRTree` pricer Compute the price of the `FloatBondOption` instrument using `price`.
`optfloatbyhw`	Create the following objects: `FloatBondOption` instrument `BlackKarasinski` model `ratecurve` `IRTree` pricer Compute the price of the `FloatBondOption` instrument using `price`.
`optembndbyhw`	Create the following objects: `OptionEmbeddedFixedBond` instrument `HullWhite` model `ratecurve` `IRTree` pricer Compute the price of the `OptionEmbeddedFixedBond` instrument using `price`.
`optembndbybk`	Create the following objects: `OptionEmbeddedFixedBond` instrument `BlackKarasinski` model `ratecurve` `IRTree` pricer Compute the price of the `OptionEmbeddedFixedBond` instrument using `price`.
`optembndbycir`	Create the following objects: `OptionEmbeddedFixedBond` instrument `CoxIngersollRoss` model `IRTree` pricer Compute the price of the `OptionEmbeddedFixedBond` instrument using `price`.
`optembndbybdt`	Create the following objects: `OptionEmbeddedFixedBond` instrument `BlackDermanToy` model `ratecurve` `IRTree` pricer Compute the price of the `OptionEmbeddedFixedBond` instrument using `price`.
`optemfloatbybk`	Create the following objects: `OptionEmbeddedFloatBond` instrument `BlackKarasinski` model `ratecurve` `IRTree` pricer Compute the price of the `OptionEmbeddedFloatBond` instrument using `price`.
`optembndbybdt`	Create the following objects: `OptionEmbeddedFloatBond` instrument `BlackDermanToy` model `ratecurve` `IRTree` pricer Compute the price of the `OptionEmbeddedFloatBond` instrument using `price`.
`optemfloatbybk`	Create the following objects: `OptionEmbeddedFloatBond` instrument `BlackKarasinski` model `ratecurve` `IRTree` pricer Compute the price of the `OptionEmbeddedFloatBond` instrument using `price`.
`optemfloatbycir`	Create the following objects: `OptionEmbeddedFloatBond` instrument `CoxIngersollRoss` model `IRTree` pricer Compute the price of the `OptionEmbeddedFloatBond` instrument using `price`.
`optemfloatbyhw`	Create the following objects: `OptionEmbeddedFloatBond` instrument `HullWhite` model `ratecurve` `IRTree` pricer Compute the price of the `OptionEmbeddedFloatBond` instrument using `price`.
`optemfloatbybdt`	Create the following objects: `OptionEmbeddedFloatBond` instrument `BlackDermanToy` model `ratecurve` `IRTree` pricer Compute the price of the `OptionEmbeddedFloatBond` instrument using `price`.
`swapbyzero`	Create the following objects: `Swap` instrument or for cross-currency swaps use `CurrencySwap` `ratecurve` `Discount` pricer for `Swap` instrument or for cross-currency swaps use `FXDiscount` Compute the price of the `Swap` instrument using `price` and compute the price of the `CurrencySwap` instrument using `price`.
`swapbybk`	Create the following objects: `Swap` instrument `BlackKarasinski` model `ratecurve` `IRTree` pricer Compute the price of the `Swap` instrument using `price`.
`swapbybdt`	Create the following objects: `Swap` instrument `BlackDermanToy` model `ratecurve` `IRTree` pricer Compute the price of the `Swap` instrument using `price`.
`swapbycir`	Create the following objects: `Swap` instrument `CoxIngersollRoss` model `IRTree` pricer Compute the price of the `Swap` instrument using `price`.
`swapbyhw`	Create the following objects: `Swap` instrument `BlackKarasinski` model `ratecurve` `IRTree` pricer Compute the price of the `Swap` instrument using `price`.
`LiborMarketModel`	Create the following objects: `Cap`, `Floor`, `FixedBond`, `FloatBond`, `FloatBondOption` `FixedBondOption`, `OptionEmbeddedFixedBond`, or `OptionEmbeddedFloatBond` instrument `SABRBraceGatarekMusiela` or `BraceGatarekMusiela` model `ratecurve` `IRMonteCarlo` pricer Compute the price of the associated instrument using `price`.
`LinearGaussian2F`	Create the following objects: `Cap`, `Floor`, `Swap`, `Swaption`, `FixedBond`, `FloatBond`, `FloatBondOption` `FixedBondOption`, `OptionEmbeddedFixedBond`, or `OptionEmbeddedFloatBond` instrument `LinearGaussian2F` model `ratecurve` `IRMonteCarlo` pricer Compute the price of the associated instrument using `price`.

Mapping Financial Instruments Toolbox Functions for Interest-Rate Instrument Objects

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