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Price Inflation Instruments

Create inflation instrument object, associate an inflation curve object, and specify pricing method

Create an inflation instrument object using fininstrument, then associate an inflation curve object using inflationcurve, and then specify a pricing method using finpricer.

Functions

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fininstrumentCreate specified instrument object type
finpricerCreate pricing method
inflationbuildBuild inflation curve from market zero-coupon inflation swap rates
indexvaluesCalculate index values for inflationcurve object
priceCompute price for inflation instrument with Inflation pricer
inflationCashflowsCompute cash flows for InflationBond instrument
inflationCashflowsCompute cash flows for YearYearInflationSwap instrument
inflationCashflowsCompute cash flows for ZeroCouponInflationSwap instrument

Objects

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inflationcurveCreate inflationcurve object for interest-rate curve from dates and data
InflationBondInflationBond instrument object
YearYearInflationSwapYearYearInflationSwap instrument object
ZeroCouponInflationSwapZeroCouponInflationSwap instrument object
InflationCreate Inflation pricer object for InflationBond, YearYearInflationSwap, or ZeroCouponInflationSwap instrument using inflationcurve model

Examples and How To

Analyze Inflation-Indexed Instruments

This example shows how to analyze inflation-indexed instruments using Financial Toolbox™ and Financial Instruments Toolbox™.

Concepts

Get Started with Workflows Using Object-Based Framework for Pricing Financial Instruments

Use objects to model and price financial instruments.

Choose Instruments, Models, and Pricers

Select instruments, associated models, and associated pricers.

Supported Exercise Styles

The following table lists the interest-rate instrument objects with their associated models and pricers and supported Exercise styles.