MathWorks. Financial Instruments Toolbox™ User's Guide

Getting Started
	Financial Instruments Toolbox Product Description
	Interest-Rate-Based Derivatives
	Equity-Based Derivatives
	Expected Users
	Portfolio Creation Using Functions
		Introduction
		Interest-Rate-Based Derivatives
		Equity Derivatives
	Adding Instruments to an Existing Portfolio Using Functions
	Pricing a Portfolio Using the Black-Derman-Toy Model
	Instrument Construction and Portfolio Management Using Functions
		Instrument Constructors
		Creating Instruments or Properties
		Searching or Subsetting a Portfolio
	Get Started with Workflows Using Object-Based Framework for Pricing Financial Instruments
	Workflow to Price an Interest-Rate Instrument
		Price Vanilla Fixed Bond Instrument Using ratecurve and Discount Pricer
	Workflow to Price an Inflation Instrument
		Analyze Inflation-Indexed Instruments
	Workflow to Price an Equity, Commodity, or FX Instrument
		Price Vanilla Instrument Using Black-Scholes Model and Black-Scholes Pricer
	Workflow to Price a Credit Derivative Instrument
		Price CDS Instrument Using Default Probability Curve and Credit Pricer
	Workflow to Create and Price a Portfolio of Instruments
		Create and Price Portfolio of Instruments
	Workflow for Creating and Analyzing a ratecurve and parametercurve
		Convert RateSpec to a ratecurve Object
	Workflow for Creating and Analyzing a defprobcurve
	Choose Instruments, Models, and Pricers
		Interest-Rate Instruments with Associated Models and Pricers
		Equity, Commodity, FX, and Energy Instruments with Associated Models and Pricers
		Inflation Instruments with Associated Models and Pricers
		Credit Derivative Instruments with Associated Models and Pricers
	Supported Exercise Styles
	Mapping Financial Instruments Toolbox Functions to Object-Based Framework for Instruments, Models, and Pricers
	Mapping Financial Instruments Toolbox Functions for Interest-Rate Instrument Objects
	Mapping Financial Instruments Toolbox Functions for Equity, Commodity, FX Instrument Objects
	Mapping Financial Instruments Toolbox Functions for Credit Derivative Instrument Objects
	Mapping Financial Instruments Toolbox Curve Functions to Object-Based Framework
	Price European Vanilla Call Options Using Black-Scholes Model and Different Equity Pricers
	Price Weather Derivatives
Interest-Rate Derivatives
	Supported Interest-Rate Instrument Functions
		Bond
		Convertible Bond
		Stepped Coupon Bonds
		Sinking Fund Bonds
		Bonds with an Amortization Schedule
		Bond Options
		Bond with Embedded Options
		Stepped Coupon Bonds with Calls and Puts
		Sinking Fund Bonds with an Embedded Option
		Amortizing Callable or Puttable Bond
		Fixed-Rate Note
		Floating-Rate Note
		Floating-Rate Note with an Amortization Schedule
		Floating-Rate Note with Caps, Collars, and Floors
		Floating-Rate Note Options
		Floating-Rate Note with Embedded Options
		Cap
		Floor
		Range Note
		Swap
		Swap with an Amortization Schedule
		Forward Swap
		Swaption
		Bond Futures
	Work with Negative Interest Rates Using Functions
		Interest-Rate Modeling Options for Negative Rates
		Modeling Negative Rates
	Work with Negative Interest Rates Using Objects
		Interest-Rate Modeling Options for Negative Rates
		Modeling Negative Rates
	Price Swaptions with Negative Strikes Using the Shifted SABR Model
	Calibrate the SABR Model
		Load Market Implied Black Volatility Data
		Method 1: Calibrate Alpha, Rho, and Nu Directly
		Method 2: Calibrate Rho and Nu by Implying Alpha from At-The-Money Volatility
		Use the Calibrated Models
		References
	Price a Swaption Using the SABR Model
	Overview of Interest-Rate Tree Models
		Interest-Rate Modeling
		Rate and Price Trees
		Viewing Rate or Price Movement
	Understanding the Interest-Rate Term Structure
		Introduction
		Interest Rates Versus Discount Factors
	Interest-Rate Term Conversions
		Spot Curve to Forward Curve Conversion
		Alternative Syntax (ratetimes)
	Modeling the Interest-Rate Term Structure
		Creating or Modifying (intenvset)
		Obtaining Specific Properties (intenvget)
	Pricing Using Interest-Rate Term Structure
		Introduction
		Computing Instrument Prices
		Computing Instrument Sensitivities
		OAS for Callable and Puttable Bonds
		Agency OAS
	Understanding Interest-Rate Tree Models
		Introduction
		Building a Tree of Forward Rates
		Specifying the Volatility Model (VolSpec)
		Specifying the Interest-Rate Term Structure (RateSpec)
		Specifying the Time Structure (TimeSpec)
		Creating Trees
		Examining Trees
	Pricing Using Interest-Rate Tree Models
		Introduction
		Computing Instrument Prices
	Computing Instrument Sensitivities
		HJM Sensitivities Example
		BDT Sensitivities Example
	Calibrating Hull-White Model Using Market Data
		Hull-White Model Calibration Example
	Interest-Rate Derivatives Using Closed-Form Solutions
		Pricing Caps and Floors Using the Black Option Model
	Price Swaptions with Interest-Rate Models Using Simulation
		Introduction
		Construct a Zero Curve
		Define Swaption Parameters
		Compute the Black Model and the Swaption Volatility Matrix
		Select Calibration Instruments
		Compute Swaption Prices Using Black's Model
		Define Simulation Parameters
		Simulate Interest-Rate Paths Using the Hull-White One-Factor Model
		Simulate Interest-Rate Paths Using the Linear Gaussian Two-Factor Model
		Simulate Interest-Rate Paths Using the LIBOR Market Model
		Compare Interest-Rate Modeling Results
		References
	Pricing Bermudan Swaptions with Monte Carlo Simulation
	Managing Interest-Rate Risk with Bond Futures
	Analyze Inflation-Indexed Instruments
	Bootstrapping a Swap Curve
	Fitting Interest-Rate Curve Functions
	Fitting the Diebold Li Model
	Calibrating Caplets Using the Normal (Bachelier) Model
	Calibrating Floorlets Using the Normal (Bachelier) Model
	Calibrate the SABR Model Using Normal (Bachelier) Volatilities with Negative Strikes
	Calibrate Shifted SABR Model Parameters for Swaption Instrument
	Price Portfolio of Bond and Bond Option Instruments
	Calibrate SABR Model Using Normal (Bachelier) Volatilities with Analytic Pricer
	Calibrate SABR Model Using Analytic Pricer
	Price a Swaption Using SABR Model and Analytic Pricer
	Compute LIBOR Fallback
	Use treeviewer to Examine HWTree and PriceTree When Pricing European Callable Bond
	Select Cheapest-to-Deliver Bond Using BondFuture Instrument
	Graphical Representation of Trees
		Introduction
		Observing Interest Rates
		Observing Instrument Prices
	Basis
Equity Derivatives
	Understanding Equity Trees
		Introduction
		Building Equity Binary Trees
		Building Implied Trinomial Trees
		Building Standard Trinomial Trees
		Examining Equity Trees
		Differences Between CRR and EQP Tree Structures
	Supported Equity Derivative Functions
		Asian Option
		Barrier Option
		Double Barrier Option
		Basket Option
		Chooser Option
		Compound Option
		Convertible Bond
		Lookback Option
		Digital Option
		Rainbow Option
		Vanilla Option
		Spread Option
		One-Touch and Double One-Touch Options
		Forwards Option
		Futures Option
	Supported Energy Derivative Functions
		Asian Option
		Barrier Option
		Double Barrier Option
		Vanilla Option
		Spread Option
		Lookback Option
		Forwards Option
		Futures Option
	Pricing Swing Options Using the Longstaff-Schwartz Method
	Simulating Electricity Prices with Mean-Reversion and Jump-Diffusion
	Pricing Equity Derivatives Using Trees
		Computing Instrument Prices
		Computing Prices Using CRR
		Computing Prices Using EQP
		Computing Prices Using ITT
		Computing Prices Using STT
		Examining Output from the Pricing Functions
		Graphical Representation of Equity Derivative Trees
	Computing Equity Instrument Sensitivities
		CRR Sensitivities Example
		ITT Sensitivities Example
	Equity Derivatives Using Closed-Form Solutions
		Introduction
		Black-Scholes Model
		Black Model
		Roll-Geske-Whaley Model
		Bjerksund-Stensland 2002 Model
		Barone-Adesi-Whaley Model
		Pricing Using the Black-Scholes Model
		Pricing Using the Black Model
		Pricing Using the Roll-Geske-Whaley Model
		Pricing Using the Bjerksund-Stensland Model
		Compute American Option Prices Using the Barone-Adesi and Whaley Option Pricing Model
	Pricing European Call Options Using Different Equity Models
	Compute the Option Price on a Future
	Pricing European and American Spread Options
	Pricing Asian Options
	Price Spread Instrument for a Commodity Using Black-Scholes Model and Analytic Pricers
	Price Vanilla Instrument Using Heston Model and Multiple Different Pricers
	Create and Price Portfolio of Instruments
	Use Black-Scholes Model to Price Asian Options with Several Equity Pricers
	Calibrate Option Pricing Model Using Heston Model
	Use Deep Learning to Approximate Barrier Option Prices with Heston Model
Hedging Portfolios
	Hedging
	Hedging Functions
		Introduction
		Hedging with hedgeopt
		Self-Financing Hedges with hedgeslf
	Pricing and Hedging a Portfolio Using the Black-Karasinski Model
	Specifying Constraints with ConSet
		Introduction
		Setting Constraints
		Portfolio Rebalancing
	Hedging with Constrained Portfolios
		Overview
		Example: Fully Hedged Portfolio
		Example: Minimize Portfolio Sensitivities
		Example: Under-Determined System
		Example: Portfolio Constraints with hedgeslf
	Hedging Strategies Using Spread Options
Mortgage-Backed Securities
	What Are Mortgage-Backed Securities?
	Fixed-Rate Mortgage Pool
		Introduction
		Inputs to Functions
		Generating Prepayment Vectors
		Mortgage Prepayments
		Risk Measurement
		Mortgage Pool Valuation
	Computing Option-Adjusted Spread
	Prepayments with Fewer Than 360 Months Remaining
	Pools with Different Numbers of Coupons Remaining
		Summary of Prepayment Data Vector Representation
	Prepayment Modeling with a Two Factor Hull White Model and a LIBOR Market Model
	Pricing Mortgage Backed Securities Using the Black-Derman-Toy Model
	Using Collateralized Mortgage Obligations (CMOs)
		What Are CMOs?
	Prepayment Risk
		Sequential Tranches Without a Z-Bond
		Sequential Tranches with a Z-Bond
		PAC Tranches
		TAC Tranches
	CMO Workflow
		Calculate Underlying Mortgage Cash Flows
		Define CMO Tranches
		If Using a PAC or TAC CMO, Calculate Principal Schedule
		Calculate Cash Flows for Each Tranche
		Analyze CMO by Computing Price, Yield, and Spread of CMO Cash Flows
	Create PAC and Sequential CMO
Debt Instruments
	Agency Option-Adjusted Spreads
		Computing the Agency OAS for Bonds
	Using Zero-Coupon Bonds
		Introduction
		Measuring Zero-Coupon Bond Function Quality
		Pricing Treasury Notes
		Pricing Corporate Bonds
	Stepped-Coupon Bonds
		Introduction
		Cash Flows from Stepped-Coupon Bonds
		Price and Yield of Stepped-Coupon Bonds
	Term Structure Calculations
		Introduction
		Computing Spot and Forward Curves
		Computing Spreads
Derivative Securities
	Interest Rate Swaps
		Swap Pricing Assumptions
		Swap Pricing Example
		Portfolio Hedging
	Bond Futures
	Analysis of Bond Futures
		Calculating Bond Conversion Factors
		Calculating Implied Repo Rates to Find the CTD Bond
		Pricing Bond Futures Using the Term Implied Repo Rate
	Managing Present Value with Bond Futures
	Fitting the Diebold Li Model
Credit Derivatives
	Counterparty Credit Risk and CVA
	First-to-Default Swaps
	Credit Default Swap Option
		References
	Pricing a Single-Name CDS Option
	Pricing a CDS Index Option
	Wrong Way Risk with Copulas
	Bootstrapping a Default Probability Curve from Credit Default Swaps
	Bootstrap Default Probability Curve from Market CDS Instruments
	Price Multiple CDS Option Instruments Using CDS Black Model and CDS Black Pricer
Interest-Rate Curve Objects
	Interest-Rate Curve Objects and Workflow
		Class Structure
		Workflow Using Interest-Rate Curve Objects
	Creating Interest-Rate Curve Objects
	Creating an IRDataCurve Object
		Use IRDataCurve with Dates and Data
		Bootstrap IRDataCurve Based on Market Instruments
	Dual Curve Bootstrapping
	Creating an IRFunctionCurve Object
		Fitting IRFunctionCurve Object Using a Function Handle
		Fitting IRFunctionCurve Object Using Nelson-Siegel Method
		Fitting IRFunctionCurve Object Using Svensson Method
		Fitting IRFunctionCurve Object Using Smoothing Spline Method
		Using fitFunction to Create Custom Fitting Function
	Fitting Interest-Rate Curve Functions
	Converting an IRDataCurve or IRFunctionCurve Object
		Introduction
		Using the toRateSpec Function
		Using Vector of Dates and Data
Numerix Workflows
	Working with Simple Numerix Trades
	Working with Advanced Numerix Trades
	Use Numerix to Price Cash Deposits
	Use Numerix for Interest-Rate Risk Assessment
	Numerix CROSSASSET Interface Workflow Example Using Matrix, Data, and Call Objects
Functions
	Calibrate Pricing Model
	asianbycrr
	asianbyeqp
	asianbyitt
	asianbyls
	asianbystt
	asiansensbyls
	asianbykv
	asiansensbykv
	asianbylevy
	asiansensbylevy
	asianbyhhm
	asiansensbyhhm
	asianbytw
	asiansensbytw
	assetbybls
	assetsensbybls
	barrierbycrr
	barrierbyeqp
	barrierbyfd
	barriersensbyfd
	dblbarrierbyfd
	dblbarriersensbyfd
	barrierbyls
	barriersensbyls
	barrierbybls
	barriersensbybls
	dblbarrierbybls
	dblbarriersensbybls
	barrierbyitt
	barrierbystt
	basketbyju
	basketbyls
	basketsensbyju
	basketsensbyls
	basketstockspec
	bdtprice
	bdtsens
	bdttimespec
	bdttree
	bdtvolspec
	bkprice
	bksens
	bktimespec
	bktree
	bkvolspec
	bondbybdt
	blackvolbyrebonato
	blackvolbysabr
	bondbybk
	bondbyhjm
	bondbyhw
	bondbycir
	bondbyzero
	bushpath
	bushshape
	capbybdt
	capbybk
	capbyblk
	capbycir
	capbyhjm
	capbyhw
	capbylg2f
	capbynormal
	capvolstrip
	cashbybls
	cashsensbybls
	cbondbycrr
	cbondbyeqp
	cbondbyitt
	cbondbystt
	cfbybdt
	cfbybk
	cfbycir
	cfbyhjm
	cfbyhw
	cfbyzero
	chooserbybls
	cirprice
	cirsens
	classfin
	cirtimespec
	cirvolspec
	cirtree
	compoundbycrr
	compoundbyeqp
	compoundbyitt
	compoundbystt
	crrprice
	crrsens
	crrtimespec
	crrtree
	cvtree
	date2time
	datedisp
	derivget
	derivset
	disc2rate
	eqpprice
	eqpsens
	eqptimespec
	eqptree
	fixedbybdt
	fixedbybk
	fixedbycir
	fixedbyhjm
	fixedbyhw
	fixedbyzero
	floatbybdt
	floatbybk
	floatbycir
	floatbyhjm
	floatbyhw
	floatbyzero
	floorbybdt
	floorbybk
	floorbycir
	floorbyblk
	floorbyhjm
	floorbyhw
	floorbylg2f
	floorbynormal
	floorvolstrip
	gapbybls
	gapsensbybls
	hedgeopt
	hedgeslf
	hjmprice
	hjmsens
	hjmtimespec
	hjmtree
	hjmvolspec
	HullWhite1F
	simTermStructs
	hwcalbycap
	hwcalbyfloor
	hwprice
	hwsens
	hwtimespec
	hwtree
	hwvolspec
	impvbybaw
	impvbybjs
	impvbyblk
	impvbybls
	impvbyrgw
	instadd
	instaddfield
	instasian
	instbarrier
	instbond
	instcap
	instcbond
	instcf
	instcompound
	instdelete
	instdisp
	instfields
	instfind
	instfixed
	instfloat
	instfloor
	instget
	instgetcell
	instlength
	instlookback
	instoptbnd
	instoptembnd
	instoptfloat
	instoptemfloat
	instoptstock
	instrangefloat
	instselect
	instsetfield
	instswap
	instswaption
	insttypes
	intenvget
	intenvprice
	intenvsens
	intenvset
	isafin
	ittprice
	ittsens
	itttimespec
	itttree
	LiborMarketModel
	simTermStructs
	LinearGaussian2F
	simTermStructs
	lookbackbycrr
	lookbackbycvgsg
	lookbacksensbycvgsg
	lookbackbyeqp
	lookbackbyitt
	lookbackbyls
	lookbacksensbyls
	lookbackbystt
	lrtimespec
	lrtree
	maxassetbystulz
	maxassetsensbystulz
	minassetbystulz
	minassetsensbystulz
	mkbush
	mktree
	mktrintree
	mmktbybdt
	mmktbyhjm
	normalvolbysabr
	numerix
	numerixCrossAsset
	numerixCrossAsset.applicationCall
	numerixCrossAsset.applicationData
	numerixCrossAsset.applicationMatrix
	numerixCrossAsset.close
	numerixCrossAsset.getdata
	numerix.parseResults
	oasbybdt
	oasbybk
	oasbycir
	oasbyhjm
	oasbyhw
	optbndbybdt
	optbndbybk
	optbndbycir
	optbndbyhjm
	optbndbyhw
	optByBatesFD
	optSensByBatesFD
	optByBatesFFT
	optSensByBatesFFT
	optByBatesNI
	optSensByBatesNI
	optByHestonFD
	optSensByHestonFD
	optByHestonFFT
	optSensByHestonFFT
	optByHestonNI
	optSensByHestonNI
	optByLocalVolFD
	optSensByLocalVolFD
	optByMertonFD
	optSensByMertonFD
	optByMertonFFT
	optSensByMertonFFT
	optByMertonNI
	optSensByMertonNI
	optembndbybdt
	optembndbybk
	optembndbycir
	optembndbyhjm
	optembndbyhw
	optemfloatbybdt
	optemfloatbybk
	optemfloatbycir
	optemfloatbyhjm
	optemfloatbyhw
	optfloatbybdt
	optfloatbybk
	optfloatbycir
	optfloatbyhjm
	optfloatbyhw
	optsensbysabr
	optstockbybaw
	optstocksensbybaw
	optstockbybjs
	optstockbyblk
	optstockbybls
	optstockbycrr
	optstockbyeqp
	optstockbyfd
	optstocksensbyfd
	optstockbyitt
	optstockbylr
	optstockbyls
	optstocksensbyls
	optstockbyrgw
	optstocksensbybjs
	optstocksensbyblk
	optstocksensbybls
	optstocksensbylr
	optstocksensbyrgw
	optstockbystt
	optpricebysim
	rangefloatbybdt
	rangefloatbybk
	rangefloatbycir
	rangefloatbyhjm
	rangefloatbyhw
	rate2disc
	ratetimes
	spreadbykirk
	spreadbybjs
	spreadbyfd
	spreadbyls
	spreadsensbykirk
	spreadsensbybjs
	spreadsensbyls
	spreadsensbyfd
	stockoptspec
	stockspec
	sttprice
	sttsens
	stttimespec
	stttree
	supersharebybls
	supersharesensbybls
	swapbybdt
	swapbybk
	swapbycir
	swapbyhjm
	swapbyhw
	swapbyzero
	swaptionbybdt
	swaptionbybk
	swaptionbycir
	swaptionbyblk
	swaptionbyhjm
	swaptionbyhw
	swaptionbylg2f
	swaptionbynormal
	time2date
	treepath
	treeshape
	treeviewer
	trintreepath
	trintreeshape
	agencyoas
	agencyprice
	bkcall
	bkcaplet
	bkfloorlet
	bkput
	bndfutimprepo
	bndfutprice
	bootstrap
	cdsoptprice
	cmosched
	cmoschedcf
	cmoseqcf
	convfactor
	fitFunction
	fitNelsonSiegel
	fitSmoothingSpline
	fitSvensson
	getDiscountFactors
	getDiscountFactors
	getForwardRates
	getForwardRates
	getParYields
	getParYields
	getZeroRates
	getZeroRates
	IRBootstrapOptions
	IRDataCurve
	IRFitOptions
	IRFunctionCurve
	liborduration
	liborfloat2fixed
	liborprice
	mbscfamounts
	mbsconvp
	mbsconvy
	mbsdurp
	mbsdury
	mbsnoprepay
	mbsoas2price
	mbsoas2yield
	mbspassthrough
	mbsprice
	mbsprice2oas
	mbsprice2speed
	mbswal
	mbsyield
	mbsyield2oas
	mbsyield2speed
	psaspeed2default
	psaspeed2rate
	stepcpncfamounts
	stepcpnprice
	stepcpnyield
	tfutbyprice
	tfutbyyield
	tfutimprepo
	tfutpricebyrepo
	tfutyieldbyrepo
	toRateSpec
	toRateSpec
	zeroprice
	zeroyield
	touchbybls
	touchsensbybls
	dbltouchbybls
	dbltouchsensbybls
	fininstrument
	finmodel
	finpricer
	irbootstrap
	fitNelsonSiegel
	price
	price
	price
	price
	price
	price
	price
	price
	price
	price
	price
	price
	price
	pricePortfolio
	addInstrument
	removeInstrument
	setPricer
	cashflows
	cashsettle
	fairdelivery
	setCallExercisePolicy
	setPutExercisePolicy
	setExercisePolicy
	parswaprate
	volatilities
	fitSvensson
	discountfactors
	forwardrates
	zerorates
	discountfactors
	forwardrates
	zerorates
	finportfolio
	ratecurve
	inflationcurve
	indexvalues
	inflationbuild
	price
	inflationCashflows
	inflationCashflows
	inflationCashflows
	OISFuture
	STIRFuture
	Cliquet
	OvernightIndexedSwap
	PartialLookback
	ConvertibleBond
	InflationBond
	YearYearInflationSwap
	ZeroCouponInflationSwap
	Inflation
	Rubinstein
	parametercurve
	Asian
	Barrier
	DoubleBarrier
	Touch
	DoubleTouch
	Binary
	Cap
	CDS
	CDSOption
	FixedBond
	FixedBondOption
	FloatBond
	FloatBondOption
	Floor
	FRA
	Lookback
	OptionEmbeddedFixedBond
	OptionEmbeddedFloatBond
	Spread
	Swap
	VarianceSwap
	Swaption
	Vanilla
	Deposit
	BondFuture
	CommodityFuture
	EquityIndexFuture
	FXFuture
	Bates
	Black
	CDSBlack
	BlackScholes
	BraceGatarekMusiela
	SABRBraceGatarekMusiela
	LinearGaussian2F
	BlackKarasinski
	BlackDermanToy
	Heston
	HullWhite
	Merton
	Normal
	Bachelier
	Dupire
	SABR
	AssetMonteCarlo
	HeynenKat
	IkedaKunitomo
	VannaVolga
	Heston
	ReplicatingVarianceSwap
	BjerksundStensland
	Black
	BlackScholes
	ConzeViswanathan
	Credit
	CDSBlack
	NumericalIntegration
	Discount
	Future
	FFT
	GoldmanSosinGatto
	HullWhite
	IRMonteCarlo
	IRTree
	AssetTree
	KemnaVorst
	Kirk
	Levy
	Normal
	RollGeskeWhaley
	SABR
	FiniteDifference
	TurnbullWakeman
	defprobcurve
	survprobs
	hazardrates
	defprobstrip
Derivatives Pricing Options
	Pricing Options Structure
		Introduction
		Default Structure
		Customizing the Structure
Bibliography
	Bibliography
		Black-Derman-Toy (BDT) Modeling
		Heath-Jarrow-Morton (HJM) Modeling
		Hull-White (HW) and Black-Karasinski (BK) Modeling
		Cox-Ross-Rubinstein (CRR) Modeling
		Implied Trinomial Tree (ITT) Modeling
		Leisen-Reimer Tree (LR) Modeling
		Equal Probabilities Tree (EQP) Modeling
		Closed-Form Solutions Modeling
		Financial Derivatives
		Fitting Interest-Rate Curve Functions
		Interest-Rate Modeling Using Monte Carlo Simulation
		Bootstrapping a Swap Curve
		Bond Futures
		Credit Derivatives
		Convertible Bonds