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Price an Instrument Portfolio

创建一个nd price portfolio of instruments

The object-based framework supports a workflow for creating instruments, models, and pricer objects to price financial instruments. Using these objects, you can price interest-rate, inflation, equity, commodity, FX, or credit derivative instruments. The object-based workflow is an alternative to pricing financial instruments using functions. Working with modular objects for instruments, models, and pricers, you can easily reuse these objects to compare instrument prices for different models and pricing engines. You can use the object-based workflow to price a single instrument or to price a collection of instruments in a portfolio. For more information on the workflow, seeGet Started with Workflows Using Object-Based Framework for Pricing Financial Instruments.

Usefinportfolioto create a portfolio object and then usepricePortfolioto calculate the price and sensitivities of all instruments in the portfolio.

Objects

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finportfolio 创建一个finportfolioobject

Functions

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pricePortfolio Compute price and sensitivities for portfolio of instruments
setPricer Set pricer forfinportfolioobject
addInstrument Add instrument to portfolio of instruments
removeInstrument Remove instrument from portfolio of instruments

Examples and How To

Concepts