Financial Toolbox | ![]() ![]() |
The Financial Toolbox contains functions that perform many common financial tasks, including:
Black-Scholes functions work with European options. They compute delta, gamma, lambda, rho, theta, and vega, as well as values of call and put options.
Binomial functions work with American options, computing put and call prices. The optional Simulink system provides powerful tools for constructing simulation models for pricing these kinds of options.
The toolbox also contains sets of functions for pricing and analyzing option-embedded bonds and for modeling volatility in time series.
![]() | Interest Rate Arguments | Handling and Converting Dates | ![]() |