mmktbyhjm

Create money-market tree from Heath-Jarrow-Morton interest-rate tree

Syntax

MMktTree = mmktbyhjm(HJMTree)

Arguments

HJMTree

Forward-rate tree structure created by hjmtree.

Description

MMktTree = mmktbyhjm(HJMTree) creates a money-market tree from a forward-rate tree structure created by hjmtree.

Examples

load deriv.mat;
MMktTree = mmktbyhjm(HJMTree);
treeviewer(MMktTree)  

Introduced before R2006a