bdttimespec
Specify time structure for Black-Derman-Toy interest-rate tree
Description
sets the number of levels and node times for a TimeSpec
= bdttimespec(ValuationDate
,Maturity
)bdttree
and determines the mapping between dates and time for rate
quoting.
adds the optional argument TimeSpec
= bdttimespec(___,Compounding
)Compounding
.