Matlab 2012b Coder Toolbox supported function list is not that impressive for the big bucks they charge
Here is the list of supported:
http://www.mathworks.com/help/coder/ug/functions-supported-for-code-generation–alphabetical-list.html
if you ask me, for $6k that is not impressive. I would expect other advanced finance functions to be supported. Not one from the Econometrics or Finance is part of this list. I resort to what I already was jumping on, rolling my own equivelant C++ library. It needs to be thread safe as well.
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