Fixed-Income Toolbox 1.9

Latest Features

Version 1.9

Released: 05 Mar 2010
 

Version 1.9, part of Release 2010a, includes the following enhancements:

• New demo for pricing and analysis of inflation-indexed instruments

See the Release Notes for details.

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Version 1.8

Released: 04 Sep 2009
 

Version 1.8, part of Release 2009b, includes the following enhancements:

• Business/252 day-count convention
• New functionality for bond futures price, yield, and duration calculations

See the Release Notes for details.

Version 1.7

Released: 06 Mar 2009
 

Version 1.7, part of Release 2009a, includes bug fixes.

See the Release Notes for details.

Version 1.6

Released: 09 Oct 2008
 

Version 1.6, part of Release 2008b, includes the following enhancements:

• Support for analyzing term structure of interest rates, including bootstrapping and fitting term structure to market data using models such as Nelson Siegel, Svensson, and smoothing spline

See the Release Notes for details.

Version 1.5

Released: 01 Mar 2008
 

Version 1.5, part of Release 2008a, includes the following enhancements:

• Support for actual/365 (ISDA)

See the Release Notes for details.

Version 1.4

Released: 01 Sep 2007
 

Version 1.4, part of Release 2007b, includes the following enhancements:

• Support for 30/360 (ISMA) basis as a variant of 30/360E with annual compounding

See the Release Notes for details.