Mapping Financial Instruments Toolbox Functions for Equity, Commodity, FX Instruments

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

Financial Instruments Toolbox Function	Object-Based Workflow
`asianbykv` and `asiansensbykv`	Create the following objects: `Asian` instrument `BlackScholes` model `ratecurve` `KemnaVorst` pricer Compute the price of the `Asian` instrument using `price`.
`asianbylevy` and `asiansensbylevy`	Create the following objects: `Asian` instrument `BlackScholes` model `ratecurve` `Levy` pricer Compute the price of the `Asian` instrument using `price`.
`asianbytw` and `asiansensbytw`	Create the following objects: `Asian` instrument `BlackScholes` model `ratecurve` `TurnbullWakeman` pricer Compute the price of the `Asian` instrument using `price`.
`asianbyls` and `asiansensbyls`	Create the following objects: `Asian` instrument `BlackScholes`, `Merton`, `Bates`, or `Heston` model `ratecurve` `AssetMonteCarlo` pricer Compute the price of the `Asian` instrument using `price`.
`barrierbybls` and `barriersensbybls`	Create the following objects: `Barrier` instrument `BlackScholes` model `ratecurve` `BlackScholes` pricer Compute the price of the `Barrier` instrument using `price`.
`barrierbyfd` and `barriersensbyfd`	Create the following objects: `Barrier` instrument `BlackScholes` model `ratecurve` `FiniteDifference` pricer Compute the price of the `Barrier` instrument using `price`.
`barrierbyls` and `barriersensbyls`	Create the following objects: `Barrier` instrument `BlackScholes`, `Merton`, `Bates`, or `Heston` model `ratecurve` `AssetMonteCarlo` pricer Compute the price of the `Barrier` instrument using `price`.
`dblbarrierbybls` and `dblbarriersensbybls`	Create the following objects: `DoubleBarrier` instrument `BlackScholes` model `ratecurve` `BlackScholes` pricer Compute the price of the `DoubleBarrier` instrument using `price`.
`dblbarrierbyfd` and `dblbarriersensbyfd`	Create the following objects: `DoubleBarrier` instrument `BlackScholes` model `ratecurve` `FiniteDifference` pricer Compute the price of the `DoubleBarrier` instrument using `price`.
`touchbybls` and `touchsensbybls`	Create the following objects: `Touch` instrument `BlackScholes` model `ratecurve` `BlackScholes` pricer Compute the price of the `Touch` instrument using `price`.
`dbltouchbybls` and `dbltouchsensbybls`	Create the following objects: `DoubleTouch` instrument `BlackScholes` model `ratecurve` `BlackScholes` pricer Compute the price of the `DoubleTouch` instrument using `price`.
`cashbybls` and `cashsensbybls`	Create the following objects: `Binary` instrument `BlackScholes` model `ratecurve` `BlackScholes` pricer
`assetbybls` and `assetsensbybls`	Create the following objects: `Binary` instrument `BlackScholes` model `ratecurve` `BlackScholes` pricer
`lookbackbycvgsg` and `lookbacksensbycvgsg`	Create the following objects: `Lookback` instrument `BlackScholes` model `ratecurve` `ConzeViswanathan` or `GoldmanSosinGatto` pricer Compute the price of the `Lookback` instrument using `price`.
`lookbackbyls` and `lookbacksensbyls`	Create the following objects: `Lookback` instrument `BlackScholes`, `Merton`, `Bates`, or `Heston` model `ratecurve` `AssetMonteCarlo` pricer Compute the price of the `Lookback` instrument using `price`.
`spreadbykirk` and `spreadsensbykirk`	Create the following objects: `Spread` instrument `BlackScholes` model `ratecurve` `Kirk` pricer Compute the price of the `Spread` instrument using `price`.
`spreadbybjs` and `spreadsensbybjs`	Create the following objects: `Spread` instrument `BlackScholes` model `ratecurve` `BjerksundStensland` pricer Compute the price of the `Spread` instrument using `price`.
`spreadbyls` and `spreadsensbyls`	Create the following objects: `Spread` instrument `BlackScholes` model `ratecurve` `AssetMonteCarlo` pricer Compute the price of the `Spread` instrument using `price`.
`optstockbybls` and `optstocksensbybls`	Create the following objects: `Vanilla` instrument `BlackScholes` model `ratecurve` `BlackScholes` pricer Compute the price of the `Vanilla` instrument using `price`.
`optstockbybjs` and `optstocksensbybjs`	Create the following objects: `Vanilla` instrument `BlackScholes` model `ratecurve` `BjerksundStensland` pricer Compute the price of the `Vanilla` instrument using `price`.
`optstockbyrgw` and `optstocksensbyrgw`	Create the following objects: `Vanilla` instrument `BlackScholes` model `ratecurve` `RollGeskeWhaley` pricer Compute the price of the `Vanilla` instrument using `price`.
`optstockbyfd` and `optstocksensbyfd`	Create the following objects: `Vanilla` instrument `BlackScholes` model `ratecurve` `FiniteDifference` pricer Compute the price of the `Vanilla` instrument using `price`.
`optstockbyls` and `optstocksensbyls`	Create the following objects: `Vanilla` instrument `BlackScholes`, `Merton`, `Bates`, or `Heston` model `ratecurve` `AssetMonteCarlo` pricer Compute the price of the `Vanilla` instrument using `price`.
`optByHestonFFT` and `optSensByHestonFFT`	Create the following objects: `Vanilla` instrument `Heston` model `ratecurve` `FFT` pricer Compute the price of the `Vanilla` instrument using `price`.
`optByHestonFD` and `optSensByHestonFD`	Create the following objects: `Vanilla` instrument `Heston` model `ratecurve` `FiniteDifference` pricer Compute the price of the `Vanilla` instrument using `price`.
`optByHestonNI` and `optSensByHestonNI`	Create the following objects: `Vanilla` instrument `Heston` model `ratecurve` `NumericalIntegration` pricer Compute the price of the `Vanilla` instrument using `price`.
`optByBatesFFT` and `optSensByBatesFFT`	Create the following objects: `Vanilla` instrument `Bates` model `ratecurve` `FFT` pricer Compute the price of the `Vanilla` instrument using `price`.
`optByBatesFD` and `optSensByBatesFD`	Create the following objects: `Vanilla` instrument `Bates` model `ratecurve` `FiniteDifference` pricer Compute the price of the `Vanilla` instrument using `price`.
`optByBatesNI` and `optSensByBatesNI`	Create the following objects: `Vanilla` instrument `Bates` model `ratecurve` `NumericalIntegration` pricer Compute the price of the `Vanilla` instrument using `price`.
`optByMertonFFT` and `optSensByMertonFFT`	Create the following objects: `Vanilla` instrument `Merton` model `ratecurve` `FFT` pricer Compute the price of the `Vanilla` instrument using `price`.
`optByMertonFD` and `optSensByMertonFD`	Create the following objects: `Vanilla` instrument `Merton` model `ratecurve` `FiniteDifference` pricer Compute the price of the `Vanilla` instrument using `price`.
`optByMertonNI` and `optSensByMertonNI`	Create the following objects: `Vanilla` instrument `Merton` model `ratecurve` `NumericalIntegration` pricer Compute the price of the `Vanilla` instrument using `price`.
`optByLocalVolFD` and `optSensByLocalVolFD`	Create the following objects: `Vanilla` instrument `Dupire` model `ratecurve` `FiniteDifference` pricer Compute the price of the `Vanilla` instrument using `price`.

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Mapping Financial Instruments Toolbox Functions for Equity, Commodity, FX Instruments

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