Price Interest-Rate Instruments

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

Create an interest-rate instrument with or without optionality.

To create an interest-rate instrument object without optionality, use fininstrument, associate a ratecurve object using ratecurve, and then specify a pricing method using finpricer.
To create an interest-rate instrument object with optionality, use fininstrument, associate a ratecurve object using ratecurve and a model object using finmodel, and then specify a pricing method using finpricer.

Functions

`fininstrument`	Create specified instrument object type
`finmodel`	Create specified model object type
`finpricer`	Create pricing method
`price`	Compute price for interest-rate, equity, or credit derivative instrument with `Analytic` pricer
`price`	Compute price for interest-rate instrument with `Discount` pricer
`price`	Compute price for interest-rate instrument with `IRTree` pricer
`cashflows`	Computes cash flow for `FixedBond`, `FloatBond`, `Swap`, `FRA`, `Swap`, or `Deposit` instrument

ratecurve Create ratecurve object for interest-rate curve from dates and data

`Deposit`	`Deposit` instrument object
`FixedBond`	`FixedBond` instrument object
`FloatBond`	`FloatBond` instrument object
`FixedBondOption`	`FixedBondOption` instrument object
`OptionEmbeddedFixedBond`	`OptionEmbeddedFixedBond` instrument object
`Cap`	`Cap` instrument object
`Floor`	`Floor` instrument object
`Swap`	`Swap` instrument object
`Swaption`	`Swaption` instrument object
`FRA`	`FRA` instrument object

`HullWhite`	Create `HullWhite` model object for `Cap`, `Floor`, `Swaption`, `FixedBond`, `FloatBond`, `FixedBondOption`, or `OptionEmbeddedFixedBond` instrument
`BlackKarasinski`	Create `BlackKarasinski` model object for a `FloatBond`, `FixedBond`, `FixedBondOption`, or `OptionEmbeddedFixedBond` instrument
`Black`	Create `Black` model object for `Cap`, `Floor`, or `Swaption` instrument
`Normal`	Create `Normal` model object for `Cap`, `Floor`, or `Swaption` instrument
`SABR`	Create `SABR` model object for `Swaption` instrument

`Discount`	Create `Discount` pricer object for `Deposit`, `FRA`, `Swap`, `FixedBond`, or `FloatBond` using `ratecurve` object
`IRTree`	Create `IRTree` pricer object for `FloatBond`, `FixedBond`, `FixedBondOption`, or `OptionEmbeddedFixedBond` instrument
`Normal`	Create `Normal` pricer object for `Cap`, `Floor`, or `Swaption` instrument using `Normal` model
`SABR`	Create `SABR` pricer object for `Swaption` instrument using `SABR` model
`Black`	Create `Black` pricer object for `Cap`, `Floor`, or `Swaption` instrument using `Black` model
`HullWhite`	Create `HullWhite` pricer object for `Cap`, `Floor`, or `Swaption` instrument using `HullWhite` model

This example shows how to calibrate the shifted SABR model parameters for a Swaption instrument when you use a SABR pricing method.

Use objects to model and price financial instruments.

Select instruments, associated models, and associated pricers.