% Financial Instruments Toolbox: Demos
%
% Demos (MATLAB files and associated HTML files)
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%   AsianOptionExample - Pricing European Asian Options.
%   bdtportfolio   - Price a Portfolio Using the Black-Derman-Toy Model.
%   bkhedgingdemo  - Price and Hedge a Portfolio Using the Black-Karasinski Model.
%   bndfutdemo     - Managing Interest Rate Risk with Bond Futures.
%   Demo_DieboldLi - Fitting the Diebold Li Model.
%   Demo_Prepayment - Prepayment Modeling with a Two Factor Hull White Model.
%   Example_CounterpartyCreditRisk - Counterparty Credit Risk and CVA.
%   Example_WrongWayRisk - Wrong Way Risk with Copulas.
%   FirstToDefaultSwapsExample - First-to-Default Swaps.
%   inflationdemo  - Analysis of Inflation Indexed Instruments. 
%   irbootstrapdemo - Bootstrapping a Swap Curve.
%   irfunctiondemo - Fitting Interest Rate Curve Functions.
%   optionpricingdemo - Pricing European Call Options Using Different Equity Models.
%   pricingmbsdemo - Price Mortgage Backed Securities Using the Black-Derman-Toy Model.
%   SpreadOptionExample - Pricing European and American Spread Options.
%   HedgingUsingSpreadOptionsExample  - Hedging Strategies Using Spread Options.
%   SwingOptionExample - Pricing Swing Options using the Longstaff-Schwartz Method.
%   SimulateElectricityPricesExample - Calibrate model for electricity price simulation.
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% Internally Used Utility Routines
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%   hcomputeMTMValues - Computes the mark-to-market value of a portfolio of swaps.
%   hLMMDriftSpot - Spot-LIBOR numeraire drift term for Libor Market Model.
%   hswingbyls - Computes price of swing options.
%   hmrjddensity - Density function for mean-reverting jump-diffusion model.

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