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Black-Derman-Toy Tree Analysis

Price and analyze Black-Derman-Toy interest-rate instrument

Functions

bdtprice Instrument prices from Black-Derman-Toy interest-rate tree
bdtsens Instrument prices and sensitivities from Black-Derman-Toy interest-rate tree
bondbybdt Price bond from Black-Derman-Toy interest-rate tree
capbybdt Price cap instrument from Black-Derman-Toy interest-rate tree
cfbybdt Price cash flows from Black-Derman-Toy interest-rate tree
fixedbybdt Price fixed-rate note from Black-Derman-Toy interest-rate tree
floatbybdt Price floating-rate note from Black-Derman-Toy interest-rate tree
floorbybdt Price floor instrument from Black-Derman-Toy interest-rate tree
mmktbybdt Create money-market tree from Black-Derman-Toy interest-rate tree
oasbybdt Determine option adjusted spread using Black-Derman-Toy model
optbndbybdt Price bond option from Black-Derman-Toy interest-rate tree
optfloatbybdt Price options on floating-rate notes for BDT interest-rate tree
optembndbybdt Price bonds with embedded options by Black-Derman-Toy interest-rate tree
optemfloatbybdt Price embedded option on floating-rate note BDT interest-rate tree
rangefloatbybdt Price range floating note using Black-Derman-Toy tree
swapbybdt Price swap instrument from Black-Derman-Toy interest-rate tree
swaptionbybdt Price swaption from Black-Derman-Toy interest-rate tree
derivget Get derivatives pricing options
derivset Set or modify derivatives pricing options
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