Portfolio Valuation

Manage portfolios of instruments, perform portfolio hedging and rebalancing

Functions

`instadd`	Add types to instrument collection
`instaddfield`	Add new instruments to instrument collection
`instdelete`	Complement of instrument set by matching conditions
`instdisp`	Display instruments
`instfields`	List field names
`instfind`	Search instruments for matching conditions
`instget`	Data from instrument variable
`instgetcell`	Data and context from instrument variable
`instlength`	Count instruments
`instselect`	Create instrument subset by matching conditions
`instsetfield`	对于现有的添加或重置数据instruments
`insttypes`	List types
`stockspec`	Create stock structure
`intenvset`	Set properties of interest-rate structure
`basketstockspec`	Specify basket stock structure using Longstaff-Schwartz model

`hedgeopt`	Allocate optimal hedge for target costs or sensitivities
`hedgeslf`	Self-financing hedge

Portfolio Creation Using Functions
Use theinstaddfunction to create an instrument portfolio or to add new instruments to an existing portfolio using functions.
Adding Instruments to an Existing Portfolio Using Functions
Use theinstaddfunction to add additional instruments to an existing instrument portfolio.
Instrument Construction and Portfolio Management Using Functions
You can create instruments and manage a collection of instruments as a portfolio using functions.

Hedging Functions
Financial Instruments Toolbox™ offers two functions for assessing the fundamental hedging tradeoff,hedgeoptandhedgeslf.
Pricing a Portfolio Using the Black-Derman-Toy Model
This example illustrates how the Financial Instruments Toolbox™ is used to create a Black-Derman-Toy (BDT) tree and price a portfolio of instruments using the BDT model.
Pricing and Hedging a Portfolio Using the Black-Karasinski Model
This example illustrates how MATLAB® can be used to create a portfolio of interest-rate derivatives securities, and price it using the Black-Karasinski interest-rate model.
Specifying Constraints with ConSet
Specify a set of linear inequality constraints for instruments in your portfolio usingConSet.
Hedging with Constrained Portfolios
Examples to demonstrate hedging with constrained portfolios.