Use finportfolio
to
create a portfolio object and then use pricePortfolio
to calculate the price and sensitivities
of all instruments in the portfolio.
Create and Price Portfolio of Instruments
Use finportfolio
and pricePortfolio
to create and price a portfolio of interest-rate and equity instruments.
Price Portfolio of Bond and Bond Option Instruments
This example shows the workflow to create and price a portfolio of bond and bond option instruments.
Get Started with Workflows Using Object-Based Framework for Pricing Financial Instruments
Use objects to model and price financial instruments.
Choose Instruments, Models, and Pricers
Select instruments, associated models, and associated pricers.