AI Blocks › Handle money and investing
Financial instrument pricer
Name the option or bond. Get it priced by the right method, with MATLAB code you can rerun.
Financial instrument pricer is a free AI skill for the job "Handle money and investing". Give the instructions to an AI assistant that supports the required files and tools, then review its output.
Free · No account · BSD 2 Clause licence · Made by MathWorks · Level: expert · Thinking: high
Made by MathWorks. See the original on GitHub; we copied it as it is, with its licence.
What it does
A price and sensitivities for an option, bond or swap, using the method that fits the instrument, with MATLAB code you can run again. It saves you from guessing which model applies. You name the instrument and what you want. The skill routes to a method: Monte Carlo for path-dependent and exotic products, trees and lattices for bonds with embedded options, or FFT methods for fast vanilla pricing. It then picks a model such as Black-Scholes, Heston, Hull-White or SABR and builds the instrument, model and pricer objects. It computes Greeks like delta, vega and gamma, and can compare two methods on the same product. It needs MATLAB with the Financial Instruments Toolbox.
You give it
- Instrument type and terms
- Market data such as rates and volatility
- The method or model you prefer (optional)
- MATLAB with the toolbox
You get
- A price
- Greeks and sensitivities
- MATLAB code to rerun
- A comparison of methods (optional)
Use it when
- You need a fair value for a barrier or Asian option.
- You want delta and vega for a position.
- You hold a callable bond and need its price with the rate model.
- You want to check one pricing method against another.
How to use it
- Add it to your AI once: download it and add the folder to Claude, ChatGPT or Codex as a skill.
- Ask for the job in your own words. Your AI opens the skill when it fits.
- It works best when your AI can run MATLAB with the Financial Instruments Toolbox.