Fixed-Income Toolbox 1.6

Latest Features

Version 1.6

Released: 09 Oct 2008
 

Version 1.6, part of Release 2008b, includes the following enhancements:

• Support for analyzing term structure of interest rates, including bootstrapping and fitting term structure to market data using models such as Nelson Siegel, Svensson, and smoothing spline

See the Release Notes for details.

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Version 1.5

Released: 01 Mar 2008
 

Version 1.5, part of Release 2008a, includes the following enhancements:

• Support for actual/365 (ISDA)

See the Release Notes for details.

Version 1.4

Released: 01 Sep 2007
 

Version 1.4, part of Release 2007b, includes the following enhancements:

• Support for 30/360 (ISMA) basis as a variant of 30/360E with annual compounding

See the Release Notes for details.

Version 1.3

Released: 01 Mar 2007
 

Version 1.3, part of Release 2007a, includes the following enhancements:

• Support for fixed-income computations using the International Securities Market Association (ISMA) basis

See the Release Notes for details.

Version 1.2

Released: 01 Sep 2006
 
Version 1.2, part of Release 2006b, includes minor enhancements. See the Release Notes for details.