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.
The delta, gamma, and vega sensitivities that the toolbox computes are dollar sensitivities.
This example illustrates how the Financial Instruments Toolbox™ is used to price European vanilla call options using different equity models.
This example demonstrates how to use
treeviewer to examine tree information for a Hull-White tree when you price a Europrean callable bond.
Equity derivative instrument functions supported by Financial Instruments Toolbox™.