Perform dual curve pricing using functionality from MATLAB ® and Financial Instruments Toolbox™. Learn about the need for dual curve pricing following the 2008 financial crisis.
Connect MATLAB ® to a Bloomberg ® terminal, server, and B-PIPE to query instrument information, identify field information, and retrieve selected historical or real-time financial data.
Learn how to price Asian options using MATLAB, Financial Instruments Toolbox, and Curve Fitting Toolbox, as well as how to speed up the process.