Financial Instruments Toolbox™ class structure supports interest-rate curve objects.
Bond futures are futures contracts where the commodity for delivery is a government bond.
instadd function to create
an instrument portfolio or to add new instruments to an existing portfolio.
You can create instruments and manage a collection of instruments as a portfolio.
Generic fixed-rate mortgage pools and balloon mortgages have pass-through certificates (PC) that typically have embedded call options in the form of prepayment.
A credit default swap (CDS) is a contract that protects against losses resulting from credit defaults.
Glossary of financial terminology.
References for additional recommended reading.