User manual MATLAB FIXED-INCOME TOOLBOX RELEASE NOTES

[. . . ] Fixed-Income ToolboxTM Release Notes How to Contact The MathWorks Web Newsgroup www. mathworks. com/contact_TS. html Technical Support www. mathworks. com comp. soft-sys. matlab suggest@mathworks. com bugs@mathworks. com doc@mathworks. com service@mathworks. com info@mathworks. com Product enhancement suggestions Bug reports Documentation error reports Order status, license renewals, passcodes Sales, pricing, and general information 508-647-7000 (Phone) 508-647-7001 (Fax) The MathWorks, Inc. 3 Apple Hill Drive Natick, MA 01760-2098 For contact information about worldwide offices, see the MathWorks Web site. Fixed-Income ToolboxTM Release Notes © COPYRIGHT 2003­2010 by The MathWorks, Inc. The software described in this document is furnished under a license agreement. [. . . ] Version (Release) Latest Version V1. 9 (R2010a) New Features and Changes Yes Details Version Compatibility Considerations No Fixed Bugs and Known Problems Bug Reports Includes fixes Related Documentation at Web Site Printable Release Notes: PDF Current product documentation V1. 8 (R2009b) V1. 7 (R2009a) V1. 6 (R2008b) V1. 5 (R2008a) V1. 4 (R2007b) V1. 3 (R2007a) V1. 2 (R2006b) V1. 1. 2 (R2006a) V1. 0 (R13) Yes Details No Yes Details Yes Details Yes Details Yes Details No No Yes Details No No No No No No No No No Bug Reports Includes fixes Bug Reports Includes fixes Bug Reports Includes fixes Bug Reports Includes fixes Bug Reports Bug Reports Bug Reports Bug Reports No bug fixes No No No No No No No No Printable Release Notes: PDF R13 product documentation Using Release Notes Use release notes when upgrading to a newer version to learn about: 1 Fixed-Income ToolboxTM Release Notes · New features · Changes · Potential impact on your existing files and practices Review the release notes for other MathWorksTM products required for this product (for example, MATLAB® or Simulink®) for enhancements, bugs, and compatibility considerations that also might impact you. If you are upgrading from a software version other than the most recent one, review the release notes for all interim versions, not just for the version you are installing. For example, when upgrading from V1. 0 to V1. 2, review the release notes for V1. 1 and V1. 2. What's in the Release Notes New Features and Changes · New functionality · Changes to existing functionality Version Compatibility Considerations When a new feature or change introduces a reported incompatibility between versions, the Compatibility Considerations subsection explains the impact. Compatibility issues reported after the product is released appear under Bug Reports at The MathWorksTM Web site. Bug fixes can sometimes result in incompatibilities, so you should also review the fixed bugs in Bug Reports for any compatibility impact. Fixed Bugs and Known Problems The MathWorks offers a user-searchable Bug Reports database so you can view Bug Reports. The development team updates this database at release time and as more information becomes available. This includes provisions for any known workarounds or file replacements. Information is available 2 Summary by Version for bugs existing in or fixed in Release 14SP2 or later. Access Bug Reports using your MathWorks Account. 3 Fixed-Income ToolboxTM Release Notes Version 1. 9 (R2010a) Fixed-Income Toolbox Software This table summarizes what's new in Version 1. 9 (R2010a): New Features and Changes Yes Details below Version Compatibility Considerations No Fixed Bugs and Known Problems Bug Reports Includes fixes Related Documentation at Web Site Printable Release Notes: PDF Current product documentation New feature and changes introduced in this version are: New Demo for Pricing and Analysis of Inflation-Indexed Instruments A new demo shows how to price and analyze inflation-indexed instruments. Run the demo at the MATLAB command line by entering: echodemo inflationdemo 4 Version 1. 8 (R2009b) Fixed-Income ToolboxTM Software Version 1. 8 (R2009b) Fixed-Income Toolbox Software This table summarizes what's new in Version 1. 8 (R2009b): New Features and Changes Yes Details below Version Compatibility Considerations No Fixed Bugs and Known Problems Bug Reports Includes fixes Related Documentation at Web Site No New features and changes introduced in this version are: · "Support for Bond Futures" on page 5 · "Support for the BUS/252 Day-Count Convention" on page 6 Support for Bond Futures Support for the following types of bond futures: · U. S. Treasury bonds and notes · German Bobl, Bund, Buxl, and Schatz · U. K. Gilts · Japanese government bonds (JGBs) The functions for bond futures are: Function convfactor Purpose Additional support for new Convention values for German Bobl, Bund, Buxl, and Schatz, U. K. Implied repo rates for a bond future given price. bndfutprice bndfutimprepo For more information, see "Bond Futures" in Fixed-Income ToolboxTM User's Guide documentation. 5 Fixed-Income ToolboxTM Release Notes Support for the BUS/252 Day-Count Convention Support for the Basis day-count convention for BUS/252. [. . . ] In addition, you can determine which type of interest-rate curve (zero, forward, or discount curve) fits the market data, as well as, any custom functions. Details are provided with the description of the new feature or change. Version (Release) Latest Version V1. 9 (R2010a) V1. 8 (R2009b) V1. 7 (R2009a) V1. 6 (R2008b) V1. 5 (R2008a) V1. 4 (R2007b) V1. 3 (R2007a) V1. 2 (R2006b) V1. 1. 2 (R2006a) V1. 0 (R13) New Features and Changes with Version Compatibility Impact None None None None None None None None None None 16 [. . . ]