Financial Toolbox

New Features

R2014a (Version 5.3)

Released: 6 Mar 2014

Version 5.3, part of Release 2014a, includes the following enhancements:

  • SDE functions moved to Financial Toolbox from Econometrics Toolbox
  • Performance enhancements to SDE Monte Carlo simulation functions

See the Release Notes for details.

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Previous Releases

R2013b (Version 5.2) - 5 Sep 2013

Version 5.2, part of Release 2013b, includes the following enhancements:

  • Mean-absolute deviation (MAD) portfolio optimization

See the Release Notes for details.

R2013a (Version 5.1) - 7 Mar 2013

Version 5.1, part of Release 2013a, includes the following enhancements:

  • Cash flow plot function
  • Financial Time Series Tool (ftstool) import of Excel XLSX files on Linux and Mac OS X
  • Cutting-plane solver added to PortfolioCVaR object

See the Release Notes for details.

R2012b (Version 5.0) - 11 Sep 2012

Version 5.0, part of Release 2012b, includes the following enhancements:

  • Conditional value at risk (CVaR) portfolio optimization
  • Margin and spread calculations for floating-rate bonds
  • Total (horizon) return calculation for fixed-coupon bonds

See the Release Notes for details.

R2012a (Version 4.2) - 1 Mar 2012

Version 4.2, part of Release 2012a, includes the following enhancements:

  • Dollar-neutral and 130-30 portfolio optimization examples
  • Turnover constraint and transaction cost portfolio optimization examples
  • Sharpe ratio maximization portfolio optimization examples
  • Global search heuristic added to xirr function to enhance robustness

See the Release Notes for details.