Installation guide

Summary of New Features

Financial Toolbox

• New functions for computing common investment performance and

risk-adjusted metrics: sharpe, inforatio, portalpha, 1pm, elpm

• New graphical user interface (ftstool) to support loading, manipulation,

and analysis of time series (FINTS) objects (interoperates with Database

Toolbox, Datafeed Toolbox, Financial Time Series GUI (f

tsgui),

and

chartf ts interface

For details, see the product-specific release notes.

Fixed Point Toolbox

• Support for use of f i objects with the DataType property set to double

without a Fixed-Point Toolbox license, when the f ipref LoggingMode

property is set to off

• Fixed-point square root support

• Limited dot notation support for f i objects added to Embedded MATLAB

Function block in Simulink

• get function support for use with f i objects added to the Embedded

MATLAB Function block in Simulink

• New default syntax for f i objects

For details, see the product-specific release notes.

GARCH Toolbox

• New Hodrick-Prescott filter for separating time series into trend and cyclical

components

• New demo that reproduces the results in original paper on U.S. business

cycles by Hodrick and Prescott

For details, see the product-specific release notes.