asianbyeqp | Price Asian option from Equal Probabilities binomial tree |
barrierbyeqp | Price barrier option from Equal Probabilities binomial tree |
cbondbyeqp | Price convertible bonds from EQP binomial tree |
compoundbyeqp | Price compound option from Equal Probabilities binomial tree |
eqpprice | Instrument prices from Equal Probabilities binomial tree |
eqpsens | Instrument prices and sensitivities from Equal Probabilities binomial tree |
lookbackbyeqp | Price lookback option from Equal Probabilities binomial tree |
optstockbyeqp | Price stock option from Equal Probabilities binomial tree |
derivget | Get derivatives pricing options |
derivset | Set or modify derivatives pricing options |
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.
The MATLAB® Options structure
provides additional input to most pricing functions.
Use treeviewer to Examine HWTree and PriceTree When Pricing European Callable Bond
This example demonstrates how to use treeviewer to examine tree information for a Hull-White tree when you price a Europrean callable bond.
Supported Equity Derivative Functions
Equity derivative instrument functions supported by Financial Instruments Toolbox™.