Price Financial Instruments in MATLAB

Price financial instruments in MATLAB using the Financial Instruments Toolbox. Route to the correct numerical pricing method based on the user's request, then follow the method-specific reference for implementation details.

When to Use

• User asks to price options, bonds, swaps, or derivatives in MATLAB
• User asks for Greeks/sensitivities (delta, vega, gamma, theta, rho, lambda)
• User mentions finpricer, fininstrument, finmodel, or ratecurve
• User asks about Monte Carlo, tree / lattice, or FFT (Fast Fourier Transform) / FRFT (Fractional FFT) pricing
• User wants to compare pricing methods for the same instrument

When NOT to Use

• User is working with a non-MATLAB environment
• User wants to build a custom instrument with a novel payoff function
• User explicitly asks for a from-scratch implementation without the Financial Instruments Toolbox

Method Routing