Main Content

Price an Instrument Portfolio

Create and price portfolio of instruments

Use finportfolio to create a portfolio object and then use pricePortfolio to calculate the price and sensitivities of all instruments in the portfolio.

Objects

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finportfolioCreate a finportfolio object

Functions

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pricePortfolioCompute price and sensitivities for portfolio of instruments
setPricerSet pricer for finportfolio object
addInstrumentAdd instrument to portfolio of instruments
removeInstrumentRemove instrument from portfolio of instruments

Examples and How To

Create and Price Portfolio of Instruments

Use finportfolio and pricePortfolio to create and price a portfolio of interest-rate and equity instruments.

Price Portfolio of Bond and Bond Option Instruments

This example shows the workflow to create and price a portfolio of bond and bond option instruments.

Concepts

Get Started with Workflows Using Object-Based Framework for Pricing Financial Instruments

Use objects to model and price financial instruments.

Choose Instruments, Models, and Pricers

Select instruments, associated models, and associated pricers.