MappingFinancial Instruments ToolboxFunctions for Credit Derivative Instrument Objects
The following table lists the Financial Instruments Toolbox™ functions for credit derivative instruments mapped to the associated workflow using the object-based framework forinstruments,models, andpricers.
| Financial Instruments Toolbox Function | Object-Based Workflow |
|---|---|
cdsprice |
Create the following objects:Compute the price of theCDSinstrument usingprice. |
cdsoptprice |
Create the following objects:Compute the price of theCDSOptioninstrument usingprice. |
See Also
fininstrument|finmodel|finpricer
Related Topics
- Get Started with Workflows Using Object-Based Framework for Pricing Financial Instruments
- Choose Instruments, Models, and Pricers
- Mapping Financial Instruments Toolbox Functions for Interest-Rate Instrument Objects
- Mapping Financial Instruments Toolbox Functions for Equity, Commodity, FX Instrument Objects
- Mapping Financial Instruments Toolbox Curve Functions to Object-Based Framework
You can also select a web site from the following list:
Americas
- América Latina(Español)
- Canada(English)
- United States(English)
Europe
- Belgium(English)
- Denmark(English)
- Deutschland(Deutsch)
- España(Español)
- Finland(English)
- France(Français)
- Ireland(English)
- Italia(Italiano)
- Luxembourg(English)
- Netherlands(English)
- Norway(English)
- Österreich(Deutsch)
- Portugal(English)
- Sweden(English)
- Switzerland
- United Kingdom(English)