bdttree
Build Black-Derman-Toy interest-rate tree
Description
Examples
Input Arguments
Output Arguments
Version History
Introduced before R2006a
See Also
bdtprice
| bdtvolspec
| instadd
| bdttimespec
| intenvset
Topics
- Specifying the Interest-Rate Term Structure (RateSpec)
- Specifying the Time Structure (TimeSpec)
- Use treeviewer to Examine HWTree and PriceTree When Pricing European Callable Bond
- Pricing Options Structure
- Understanding Interest-Rate Tree Models
- Supported Interest-Rate Instrument Functions
- Mapping Financial Instruments Toolbox Functions for Interest-Rate Instrument Objects