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Portfolio Valuation

Manage portfolios of instruments, perform portfolio hedging and rebalancing


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instaddAdd types to instrument collection
instaddfieldAdd new instruments to instrument collection
instdeleteComplement of instrument set by matching conditions
instdispDisplay instruments
instfieldsList field names
instfindSearch instruments for matching conditions
instgetData from instrument variable
instgetcellData and context from instrument variable
instlengthCount instruments
instselectCreate instrument subset by matching conditions
instsetfieldAdd or reset data for existing instruments
insttypesList types
stockspecCreate stock structure
intenvsetSet properties of interest-rate structure
basketstockspecSpecify basket stock structure using Longstaff-Schwartz model
hedgeoptAllocate optimal hedge for target costs or sensitivities
hedgeslfSelf-financing hedge

Examples and How To

Creating a Portfolio

Working with a Portfolio


  • Hedging

    Hedging is an important consideration in modern finance.