hwtree
Build Hull-White interest-rate tree
Description
adds optional name-value pair arguments. HWTree
= hwtree(___,Name,Value
)
Examples
Input Arguments
Name-Value Arguments
Output Arguments
More About
References
[1] Hull, J., and A. White. "Using Hull-White Interest Rate Trees." Journal of Derivatives. 1996.
[2] Hull, J., and A. White. "The General Hull-White Model and Super Calibration.” August 2000.
Version History
Introduced before R2006a
See Also
hwcalbycap
| hwcalbyfloor
| hwprice
| hwtimespec
| hwvolspec
| intenvset