Mapping Financial Instruments Toolbox Functions for Interest-Rate Instruments

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

Financial Instruments Toolbox Function	Object-Based Workflow
`capbyblk`	Create the following objects: `Cap` instrument `Black` model `ratecurve` `Black` pricer Compute the price of the `Cap` instrument using `price`.
`capbynormal`	Create the following objects: `Cap` instrument `Normal` model `ratecurve` `Normal` pricer Compute the price of the `Cap` instrument using `price`.
`capbybk`	Create the following objects: `Cap` instrument `BlackKarasinski` model `ratecurve` `IRTree` pricer Compute the price of the `Cap` instrument using `price`.
`capbyhw`	Create the following objects: `Cap` instrument `BlackKarasinski` model `ratecurve` `IRTree` pricer Compute the price of the `Cap` instrument using `price`.
`floorbyblk`	Create the following objects: `Floor` instrument `Black` model `ratecurve` `Black` pricer Compute the price of the `Floor` instrument using `price`.
`floorbynormal`	Create the following objects: `Floor` instrument `Normal` model `ratecurve` `Normal` pricer Compute the price of the `Floor` instrument using `price`.
`floorbybk`	Create the following objects: `Floor` instrument `BlackKarasinski` model `ratecurve` `IRTree` pricer Compute the price of the `Floor` instrument using `price`.
`floorbyhw`	Create the following objects: `Floor` instrument `BlackKarasinski` model `ratecurve` `IRTree` pricer Compute the price of the `Floor` instrument using `price`.
`swaptionbyblk`	Create the following objects: `Swaption` instrument `Black` model `ratecurve` `Black` pricer Compute the price of the `Swaption` instrument using `price`.
`swaptionbynormal`	Create the following objects: `Swaption` instrument `Normal` model `ratecurve` `Normal` pricer Compute the price of the `Swaption` instrument using `price`.
`swaptionbybk`	Create the following objects: `Swaption` instrument `BlackKarasinski` model `ratecurve` `IRTree` pricer Compute the price of the `Swaption` instrument using `price`.
`swaptionbyhw`	Create the following objects: `Swaption` instrument `BlackKarasinski` model `ratecurve` `IRTree` pricer Compute the price of the `Swaption` instrument using `price`.
`fixedbyzero`	Create the following objects: `FixedBond` instrument `ratecurve` `Discount` pricer Compute the price of the `FixedBond` instrument using `price`.
`fixedbybk`	Create the following objects: `FixedBond` instrument `BlackKarasinski` model `ratecurve` `IRTree` pricer Compute the price of the `FixedBond` instrument using `price`.
`fixedbyhw`	Create the following objects: `FixedBond` instrument `HullWhite` model `ratecurve` `IRTree` pricer Compute the price of the `FixedBond` instrument using `price`.
`bondbyzero`	Create the following objects: `FixedBond` instrument `ratecurve` `Discount` pricer Run `price` Compute the price of the `FixedBond` instrument using `price`.
`floatbyzero`	Create the following objects: `FloatBond` instrument `ratecurve` `Discount` pricer Compute the price of the `FloatBond` instrument using `price`.
`floatbybk`	Create the following objects: `FloatBond` instrument `BlackKarasinski` model `ratecurve` Compute the price of the `FloatBond` instrument using `price`.
`floatbyhw`	Create the following objects: `FloatBond` instrument `HullWhite` model `ratecurve` `IRTree` pricer Compute the price of the `FloatBond` instrument using `price`.
`optbndbyhw`	Create the following objects: `FixedBondOption` instrument `HullWhite` model `ratecurve` `IRTree` pricer Compute the price of the `FixedBondOption` instrument using `price`.
`optbndbybk`	Create the following objects: `FixedBondOption` instrument `BlackKarasinski` model `ratecurve` `IRTree` pricer Compute the price of the `FixedBondOption` instrument using `price`.
`optfloatbybk`	Create the following objects: `FloatBondOption` instrument `BlackKarasinski` model `ratecurve` `IRTree` pricer Compute the price of the `FloatBondOption` instrument using `price`.
`optfloatbyhw`	Create the following objects: `FloatBondOption` instrument `BlackKarasinski` model `ratecurve` `IRTree` pricer Compute the price of the `FloatBondOption` instrument using `price`.
`optembndbyhw`	Create the following objects: `OptionEmbeddedFixedBond` instrument `HullWhite` model `ratecurve` `IRTree` pricer Compute the price of the `OptionEmbeddedFixedBond` instrument using `price`.
`optembndbybk`	Create the following objects: `OptionEmbeddedFixedBond` instrument `BlackKarasinski` model `ratecurve` `IRTree` pricer Compute the price of the `OptionEmbeddedFixedBond` instrument using `price`.
`optemfloatbybk`	Create the following objects: `OptionEmbeddedFloatBond` instrument `BlackKarasinski` model `ratecurve` `IRTree` pricer Compute the price of the `OptionEmbeddedFloatBond` instrument using `price`.
`optemfloatbyhw`	Create the following objects: `OptionEmbeddedFloatBond` instrument `BlackKarasinski` model `ratecurve` `IRTree` pricer Compute the price of the `OptionEmbeddedFloatBond` instrument using `price`.
`swapbyzero`	Create the following objects: `Swap` instrument `ratecurve` `Discount` pricer Compute the price of the `Swap` instrument using `price`.
`swapbybk`	Create the following objects: `Swap` instrument `BlackKarasinski` model `ratecurve` `IRTree` pricer Compute the price of the `Swap` instrument using `price`.
`swapbyhw`	Create the following objects: `Swap` instrument `BlackKarasinski` model `ratecurve` `IRTree` pricer Compute the price of the `Swap` instrument using `price`.

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Mapping Financial Instruments Toolbox Functions for Interest-Rate Instruments

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Financial Instruments Toolbox Documentation

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