Compute price for interest-rate, equity, or credit derivative instrument with
Analytic
pricer
[
computes the instrument price and related pricing information based on the pricing object
Price
,PriceResult
] = price(inpPricer
,inpInstrument
)inpPricer
and the instrument object
inpInstrument
.
The Analytic
pricer supports the following pricer objects:
[
adds an optional argument to specify sensitivities.Price
,PriceResult
] = price(___,inpSensitivity
)