Financial Derivatives Toolbox™mktrintree   mmktbyhjm
  

mmktbybdt - Create money-market tree from BDT interest-rate tree

Syntax

MMktTree = mmktbybdt(BDTTree)

Arguments

BDTTree

Interest-rate tree structure created by bdttree.

Description

MMktTree = mmktbybdt(BDTTree) creates a money-market tree from an interest-rate tree structure created by bdttree.

Examples

load deriv.mat;
MMktTree = mmktbybdt(BDTTree);
treeviewer(MMktTree)

See Also

bdttree

  

mktrintreemktrintree mmktbyhjmmmktbyhjm

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