Octave Functions and Scripts (OCTARISK Documentation)

5 Octave Functions and Scripts

In the following sections you find the Octave function texinfo.

• adapt_matlab:
• addtodatefinancial:
• aggregate_positions:
• any2str:
• betainc_vec:
• betainv_vec:
• calcConvexityAdjustment:
• calc_HHI:
• calibrate_evt_gpd:
• calibrate_generic:
• compile_oct_files:
• convert_curve_rates:
• correct_correlation_matrix:
• discount_factor:
• doc_instrument:
• doc_riskfactor:
• epanechnikov_weight:
• estimate_parameter:
• fmincon:
• gammainc:
• gammaincinv:
• generate_willowtree:
• getCapFloorRate:
• getFlooredSpotByFlooringForwardCurve:
• get_FX_rate:
• get_basis:
• get_basket_volatility:
• get_bond_tf_rates:
• get_cms_rate_hagan:
• get_cms_rate_hull:
• get_credit_rating:
• get_dependencies:
• get_documentation:
• get_documentation_classes:
• get_esg_rating:
• get_forward_rate:
• get_gpd_var:
• get_informclass:
• get_informscore:
• get_marginal_distr_pearson:
• get_quantile_estimator:
• get_readinessclass:
• get_readinessscore:
• get_srri:
• get_srri_level:
• get_srri_simple:
• get_sub_object:
• get_sub_struct:
• gini:
• harrell_davis_weight:
• ind2sub_tril:
• instrument_valuation:
• integrationtests:
• interpolate_curve:
• load_correlation_matrix:
• load_instruments:
• load_matrix_objects:
• load_mktdata_objects:
• load_parameter:
• load_positions:
• load_riskfactor_mapping:
• load_riskfactor_scenarios:
• load_riskfactor_stresses:
• load_riskfactors:
• load_stresstests:
• load_volacubes:
• load_yieldcurves:
• octarisk:
• octarisk_gui:
• option_asian_levy:
• option_asian_vorst90:
• option_barrier:
• option_binary:
• option_bjsten:
• option_bond_hw:
• option_bs:
• option_lookback:
• option_willowtree:
• perform_rf_stat_tests:
• plot_AA_piecharts:
• plot_HHI_piecharts:
• plot_hist_var:
• plot_hist_var_simple:
• plot_sensitivities:
• plot_solvencyratio:
• pricing_forward:
• pricing_npv:
• print_class2dot:
• profiler_analysis:
• replacement_script:
• return_checked_input:
• rollout_retail_cashflows:
• rollout_structured_cashflows:
• save_objects:
• scenario_generation_MC:
• solvency2_reporting:
• struct2obj:
• swaption_bachelier:
• swaption_black76:
• swaption_underlyings:
• test_io:
• test_oct_files:
• test_pos_aggregation:
• testriskfree:
• timefactor:
• unittests:
• unvech:
• update_mktdata_objects:
• betainc_lentz_vec:
• calc_sobol_cpp:
• calc_vola_basket_cpp:
• calculate_npv_cpp:
• gammainc_lentz_vec:
• interpolate_cubestruct:
• interpolate_curve_vectorized:
• interpolate_curve_vectorized_mc:
• interpolate_curvestruct:
• interpolate_surfacestruct:
• optimize_basket_forwardprice:
• pricing_callable_bond_cpp:
• pricing_option_cpp: