Documentation Center

  • Trial Software
  • Product Updates

Hull-White Tree Analysis

Price and analyze Hull-White interest-rate instrument

Functions

bondbyhw Price bond from Hull-White interest-rate tree
capbyhw Price cap instrument from Hull-White interest-rate tree
cfbyhw Price cash flows from Hull-White interest-rate tree
fixedbyhw Price fixed-rate note from Hull-White interest-rate tree
floatbyhw Price floating-rate note from Hull-White interest-rate tree
floorbyhw Price floor instrument from Hull-White interest-rate tree
hwcalbycap Calibrate Hull-White tree using caps
hwcalbyfloor Calibrate Hull-White tree using floors
hwprice Instrument prices from Hull-White interest-rate tree
hwsens Instrument prices and sensitivities from Hull-White interest-rate tree
oasbyhw Determine option adjusted spread using Hull-White model
optbndbyhw Price bond option from Hull-White interest-rate tree
optfloatbyhw Price options on floating-rate notes for HW interest-rate tree
optembndbyhw Price bonds with embedded options by Hull-White interest-rate tree
optemfloatbyhw Price embedded option on floating-rate note HW interest-rate tree
rangefloatbyhw Price range floating note using Hull-White tree
swapbyhw Price swap instrument from Hull-White interest-rate tree
swaptionbyhw Price swaption from Hull-White interest-rate tree
Was this topic helpful?