Price fixedrate note from HeathJarrowMorton interestrate tree
[Price, PriceTree] = fixedbyhjm(HJMTree,
CouponRate, Settle,
Maturity)
[Price, PriceTree] = fixedbyhjm(HJMTree,
CouponRate, Settle,
Maturity, Reset, Basis, Principal,
Options, EndMonthRule)
[Price, PriceTree] = fixedbyhjm(HJMTree,
CouponRate, Settle,
Maturity, Name,Value)
 Forwardrate tree structure created by 
 Decimal annual rate. 
 Settlement dates. Number of instruments ( 


Enter the following optional inputs using an ordered syntax or as namevalue pair arguments. You cannot mix ordered syntax with namevalue pair arguments.

Default: 

Daycount basis of the instrument. A vector of integers.
For more information, see basis. Default: 

Default: 

Derivatives pricing options structure created with 

Endofmonth rule. A
Default: 
Specify optional commaseparated pairs of Name,Value
arguments.
Name
is the argument
name and Value
is the corresponding
value. Name
must appear
inside single quotes (' '
).
You can specify several name and value pair
arguments in any order as Name1,Value1,...,NameN,ValueN
.

Adjust the cash flows based on the actual period day count. Default: 

Require payment dates to be business dates.
Default: 

Holidays used for business day convention. Default: If no dates are specified, 
[Price, PriceTree] = fixedbyhjm(HJMTree,
CouponRate, Settle,
computes
the price of a fixedrate note from a HJM forwardrate tree.
Maturity)
[Price, PriceTree] = fixedbyhjm(HJMTree,
CouponRate, Settle,
computes the price of a fixedrate
note from a HJM forwardrate tree using optional input asrguments.
Maturity, Reset, Basis, Principal,
Options, EndMonthRule)
[Price, PriceTree] = fixedbyhjm(HJMTree,
CouponRate, Settle,
computes
the price of a price of a fixedrate note from a HJM forwardrate
tree with additional options specified by one or more
Maturity, Name,Value
)Name,Value
pair
arguments.
Price
is an NINST
by1
vector
of expected prices of the fixedrate note at time 0.
PriceTree
is a structure of trees containing
vectors of instrument prices and accrued interest, and a vector of
observation times for each node.
PriceTree.PBush
contains the clean prices.
PriceTree.AIBush
contains the accrued interest.
PriceTree.tObs
contains the observation times.
The Settle
date for every fixedrate note
is set to the ValuationDate
of the HJM tree. The
fixedrate note argument Settle
is ignored.
bondbyhjm
 capbyhjm
 cfbyhjm
 floatbyhjm
 floorbyhjm
 hjmtree
 swapbyhjm