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, see Get Started with Workflows Using Object-Based Framework for Pricing Financial Instruments.
pricePortfolio to create and price a portfolio of interest-rate and equity instruments.
This example shows the workflow to create and price a portfolio of bond and bond option instruments.
Use objects to model and price financial instruments.
Select instruments, associated models, and associated pricers.
Mapping functions to a workflow using objects for instruments, models, and pricers.
The following table lists the interest-rate instrument objects with their associated
models and pricers and supported