Creating Hull-White/Vasicek (HWV) Gaussian Diffusion Models

how do I pass a time dependent function to Level parameters instead of constant? any examples? obj = hwv(0.2, 0.1, 0.05) % (Speed, Level, Sigma)

Answer 1

[Peter Koetzing]

I second this request! The Econometrics Toolbox is poorly documented and it's a pitty that no one offers help ...

Answer 2

[Swapper]

Anyone found an answer to this one, the toolbox does not explain it al all..