Pricing Using Interest-Rate Term Structure
Computation of prices and sensitivities using interest-rate curves.
Understanding the Interest-Rate Term Structure
The interest-rate term structure represents the evolution of interest rates through time.
A zero-coupon bond is a corporate, Treasury, or municipal debt instrument that pays no periodic interest.
In many situations when cash flow is available, discounting factors to the cash flows may not be immediately apparent.
Financial Instruments Toolbox™ contains the function liborfloat2fixed
,
which computes a fixed-rate par yield that equates the floating-rate
side of a swap to the fixed-rate side.
Supported Interest-Rate Instrument Functions
Interest-rate instrument functions supported by Financial Instruments Toolbox.