Syntax

Description

InstSet = instadd(InstSetOld,TypeString,Data1,Data2, ...)adds an instrument to an existing collection.

InstSet = instadd('CashFlow',CFlowAmounts,CFlowDates,Settle,Basis)adds an arbitrary cash flow instrument. (See alsoinstcf.)

InstSet = instadd('CashFlow',CFlowAmounts,CFlowDates,Settle,Basis)adds an asian instrument. (See alsoinstasian.)

InstSet = instadd('Barrier',OptSpec,Strike,Settle,ExerciseDates,AmericanOpt,BarrierType,Barrier,Rebate)adds a barrier instrument. (See alsoinstbarrier.)

InstSet = instadd('Bond',CouponRate,Settle,Maturity,Period,Basis,EndMonthRule,IssueDate,FirstCouponDate,LastCouponDate,StartDate,Face)adds a bond instrument. (See alsoinstbond.)

InstSet = instadd('CBond',CouponRate,Settle,Maturity,ConvRatio'CallStrike',CallStrike,'CallExDates',CallExDates,'AmericanCall',AmericanCall,'PutStrike',PutStrike,
'PutExDates',PutExDates,'AmericanPut',AmericanPut,'Period',Period,'Face',Face,'Spread',Spread,'IssueDate',IssueDate,'FirstCouponDate',FirstCouponDate,'LastCouponDate',LastCouponDate,'StartDate',StartDate)adds a convertible bond instrument. (See alsoinstcbond.)

InstSet = instadd('OptEmBond',CouponRate,Settle,Maturity,OptSpec,Strike,ExerciseDates,'AmericanOpt',AmericanOpt,'Period',Period,'Basis',Basis,'EndMonthRule',EndMonthRule,'Face',Face,
'IssueDate',IssueDate,'FirstCouponDate',FirstCouponDate,'LastCouponDate',LastCouponDate,'StartDate',StartDate)adds a bond with embedded option instrument. (See alsoinstoptembnd. )

InstSet = instadd('OptBond',BondIndex,OptSpec,Strike,ExerciseDates,AmericanOpt)adds a bond option instrument. (See alsoinstoptbnd.)

InstSet = instadd('Cap',Strike,Settle,Maturity,Reset,Basis,Principal)adds a cap instrument. (See alsoinstcap.)

InstSet = instadd('Compound',UOptSpec,UStrike,USettle,UExerciseDates,UAmericanOpt,COptSpec,CStrike,CSettle,CExerciseDates,CAmericanOpt)adds a compound instrument. (See alsoinstcompound.)

InstSet = instadd('Fixed',CouponRate,Settle,Maturity,Reset,Basis,Principal,EndMonthRule)adds a fixed-rate note instrument. (See alsoinstfixed.)

InstSet = instadd('Float',Spread,Settle,Maturity,Reset,Basis,Principal,EndMonthRule,CapRate,FloorRate)adds a floating-rate note instrument. (See alsoinstfloat.)

InstSet = instadd('Floor',Strike,Settle,Maturity,Reset,Basis,Principal)adds a floor instrument. (See alsoinstfloor.)

InstSet = instadd('Lookback',OptSpec,Strike,Settle,ExerciseDates,AmericanOpt)adds a lookback instrument. (See alsoinstlookback.)

InstSet = instadd('OptFloat',OptSpec,Strike,Settle,ExerciseDates,AmericanOpt)adds a floating-rate option instrument. (See alsoinstoptfloat.)

InstSet = instadd('OptEmFloat',OptSpec,Strike,Settle,ExerciseDates,AmericanOpt,Reset,Basis,EndMonthRule,Principal)adds a floating-rate embedded option instrument. (See alsoinstoptemfloat.)

InstSet = instadd('RangeFloat',Spread,Settle,Maturity,RateSched,Reset,Basis,Principal,EndMonthRule)adds a range floating note instrument. (See alsoinstrangefloat.)

InstSet = instadd('OptStock',OptSpec,Strike,Settle,Maturity,AmericanOpt)adds a stock option instrument. (See alsoinstoptstock.)

InstSet = instadd('Swap',LegRate,Settle,Maturity,LegReset,Basis,Principal,LegType,EndMonthRule,StartDate)adds a swap instrument. (See alsoinstswap.)

InstSet = instadd('Swaption',OptSpec,Strike,ExerciseDates,Spread,Settle,Maturity,AmericanOpt,SwapReset,Basis,Principal)adds a swaption instrument. (See alsoinstswaption.)

instaddstores instruments of types'Asian','Barrier','Bond','Cap','CashFlow','Compound','Fixed','Float','Floor','Lookback','OptBond','OptStock','Swap', or'Swaption'. Financial Instruments Toolbox™ provides pricing and sensitivity routines for these instruments.

Input Arguments

InstSetOld

Variable containing a collection of instruments. Instruments are classified by type; each type can have different data fields. The stored data field is a row vector or character vector for each instrument. For more information on instrument data parameters, see the reference entries for individual instrument types. For example, seeinstcapfor additional information on the cap instrument.

Output Arguments

InstSet

InstSetis an instrument set variable containing the new input data.

Strike = [0.06; 0.07]; CouponRate = 0.04; Settle ='06-Feb-2000'; Maturity ='15-Jan-2003';

InstSet = instadd('Cap', Strike, Settle, Maturity); InstSet = instadd(InstSet,'Bond', CouponRate, Settle, Maturity); instdisp(InstSet)

Index Type Strike Settle Maturity CapReset Basis Principal 1 Cap 0.06 06-Feb-2000 15-Jan-2003 1 0 100 2 Cap 0.07 06-Feb-2000 15-Jan-2003 1 0 100 Index Type CouponRate Settle Maturity Period Basis EndMonthRule IssueDate FirstCouponDate LastCouponDate StartDate Face 3 Bond 0.04 06-Feb-2000 15-Jan-2003 2 0 1 NaN NaN NaN NaN 100

中on History

See Also

instasian|instbarrier|instbond|instcap|instcf|instcompound|instfixed|instfloat|instfloor|instlookback|instoptbnd|instoptembnd|instoptstock|instswap|instswaption|instaddfield|instdisp|instcbond