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Finance/BlackScholesPrice
compute the Black-Scholes price of a European-style option with given payoff

Finance/ImpliedVolatility
compute the implied volatility for a European-style option

Finance/LocalVolatility
compute the local volatilities given option prices

Finance/AmericanOption
create a new American-style option

Finance/AmericanSwaption
create a new American-style swaption

Finance/BermudanOption
create a new Bermudan option

Finance/BermudanSwaption
create a new Bermudan swaption

Finance/Cap
create new interest rate cap

Finance/Collar
create new interest rate collar

Finance/EuropeanOption
create a new European option

Finance/EuropeanSwaption
create a new European-style swaption

Finance/FixedCouponBond
create new fixed-coupon bond

Finance/FloatingRateBond
create new floating-rate bond

Finance/Floor
create new interest rate floor

Finance/InterestRateSwap
create new interest-rate swap

Finance/Swap
construct a swap instrument

Finance/ZeroCouponBond
create new zero-coupon bond

Finance/BondOptionPrice
calculate a discount bond price

Finance/DiscountBondPrice
calculate a discount bond price

Finance/ImpliedVolatilitySurface
create new implied volatility term structure

Finance/LocalVolatilitySurface
create new local volatility term structure

Finance/BlackPrice
calculate the price of an interest rate instrument using the Black model

Finance/LatticePrice
return the net present value of the given instruments computed using a binomial or trinomial tree

Finance/Schedule
return an object for time discretization

Finance/YieldFromCleanPrice
calculate the yield of a bond given its clean price

Finance/YieldFromDirtyPrice
calculate the yield of a bond given its dirty price

applications/BlackScholes
Black-Scholes Model

applications/FFTOptionPricing
Pricing European Call Options with FFTs

Finance/Examples/AsianOptions
Pricing Asian Options Using Maple

Finance/Examples/EuropeanOptions
Pricing European Options Using the Finance Package

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