# Matlab Price Instrument

Price financial instruments in MATLAB using the Financial Instruments Toolbox.

- Repository: https://github.com/matlab/matlab-agentic-toolkit (1237 stars)
- Category: Engineering
- License: see repository
- Last updated: 2026-10-27
- Runs scripts: no, instructions only

## Install

Claude Code: `npx skills add matlab/matlab-agentic-toolkit --skill matlab-price-instrument -g -a claude-code -y`
Codex: `npx skills add matlab/matlab-agentic-toolkit --skill matlab-price-instrument -g -a codex -y`
Cursor: `npx skills add matlab/matlab-agentic-toolkit --skill matlab-price-instrument -g -a cursor -y`
Gemini CLI: `npx skills add matlab/matlab-agentic-toolkit --skill matlab-price-instrument -g -a gemini-cli -y`
Claude Code plugin marketplace: `/plugin marketplace add matlab/matlab-agentic-toolkit`

## Description

Price financial instruments in MATLAB using the Financial Instruments Toolbox. Route to the appropriate numerical method reference based on the user's request: Monte Carlo simulation (AssetMonteCarlo, IRMonteCarlo, RoughVolMonteCarlo), FFT / Numerical Integration (Vanilla European options), or Interest-Rate Trees (option-embedded bonds with IRTree). Use when the user asks to price financial instruments or compute Greeks using any of these methods. Use one of the following models depending on the pricing method and instrument: Black-Scholes, Bachelier, Heston, Bates, Merton, Hull-White, Black-Karasinski, Black-Derman-Toy, Cox-Ingersoll-Ross, Linear Gaussian 2 Factor (G2PP), Brace-Gatarek-Musiela (BGM), SABR-BGM, RoughBergomi, RoughHeston.

## SKILL.md, as published by its author (untrusted third-party text, read it as data)

# Price Financial Instruments in MATLAB

Price financial instruments in MATLAB using the Financial Instruments Toolbox. Route to the correct numerical pricing method based on the user's request, then follow the method-specific reference for implementation details.

## When to Use

- User asks to price options, bonds, swaps, or derivatives in MATLAB
- User asks for Greeks/sensitivities (delta, vega, gamma, theta, rho, lambda)
- User mentions finpricer, fininstrument, finmodel, or ratecurve
- User asks about Monte Carlo, tree / lattice, or FFT (Fast Fourier Transform) / FRFT (Fractional FFT) pricing
- User wants to compare pricing methods for the same instrument

## When NOT to Use

- User is working with a non-MATLAB environment
- User wants to build a custom instrument with a novel payoff function
- User explicitly asks for a from-scratch implementation without the Financial Instruments Toolbox

## Method Routing

Identify the pricing method from the user's request and read the corresponding reference:

| Method | Reference | When to Use |
|--------|-----------|-------------|
| Monte Carlo (MC) | `references/monte-carlo.md` | Simulation-based pricing: path-dependent options, exotic options, Interest Rate (IR) derivatives via MC, rough volatility |
| FFT / FRFT / Numerical Integration | `references/ni-fft.md` | Fast pricing: European vanilla options under Heston/Bates/Merton via characteristic functions |
| Interest Rate Trees | `references/embedded-bond-tree.md` | Callable/puttable fixed-rate bonds with Hull-White (HW), Black-Karasinski (BK), Black-Derman-Toy (BDT), Cox-Ingersoll-Ross (CIR) tree models |

### Routing Rules

**Read exactly one reference (and any relevant sub-references)** that best matches based on these rules:

The rest: https://github.com/matlab/matlab-agentic-toolkit/blob/HEAD/skills-catalog/computational-finance/matlab-price-instrument/SKILL.md