Financial Derivatives Toolbox™

mmktbyhjm - Create money-market tree from HJM interest-rate tree

Syntax

MMktTree = mmktbyhjm(HJMTree)

Arguments

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)  

See Also

hjmtree

mmktbybdt

optbndbybdt