Specify time structure for HullWhite interestrate tree
TimeSpec = hwtimespec(ValuationDate,
Maturity, Compounding)
 Scalar date marking the pricing date and first observation in the tree. Specify as a serial date number or date string 
 Number of levels (depth) of the tree. A number of levels
( 
 (Optional) Scalar value representing the rate at which
the input zero rates were compounded when annualized. Default =

TimeSpec = hwtimespec(ValuationDate,
Maturity, Compounding)
sets the number of levels and node
times for a HullWhite tree and determines the mapping between dates
and time for rate quoting.
TimeSpec
is a structure specifying the time
layout for hwtree
. The state
observation dates are [Settle; Maturity(1:end1)]
.
Because a forward rate is stored at the last observation, the tree
can value cash flows out to Maturity
.