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Price options on floating-rate notes for BDT interest-rate tree

- example
`Price = optfloatbybdt(BDTTree,OptSpec,Strike,ExerciseDates,AmericanOpt,`

Spread,Settle,Maturity) `Price = optfloatbybdt(BDTTree,OptSpec,Strike,ExerciseDates,AmericanOpt,`

Spread,Settle,Maturity,Reset,Basis,Principal,Options,EndMonthRule)`[Price,PriceTree] = optfloatbybdt(___)`

`Price = optfloatbybdt(BDTTree,OptSpec,Strike,ExerciseDates,AmericanOpt,`

Spread,Settle,Maturity)`Price = optfloatbybdt(___, Name,Value)`

`[Price,PriceTree] = optfloatbybdt(___)`

returns
the option price of the instrument(s) at valuation date.`Price`

= optfloatbybdt(`BDTTree`

,`OptSpec`

,`Strike`

,`ExerciseDates`

,`AmericanOpt`

,`Spread`

,`Settle`

,`Maturity`

)

returns
the option price of the instrument(s) at valuation date using optional
arguments.`Price`

= optfloatbybdt(`BDTTree`

,`OptSpec`

,`Strike`

,`ExerciseDates`

,`AmericanOpt`

,`Spread`

,`Settle`

,`Maturity`

,`Reset`

,`Basis`

,`Principal`

,`Options`

,`EndMonthRule`

)

returns
the option price of the instrument(s) at valuation date.`Price`

= optfloatbybdt(`BDTTree`

,`OptSpec`

,`Strike`

,`ExerciseDates`

,`AmericanOpt`

,`Spread`

,`Settle`

,`Maturity`

)

returns
the option price of the instrument(s) at valuation date using optional
Name-Value pairs.`Price`

= optfloatbybdt(___, `Name,Value`

)

`bdttree`

| `bondbybdt`

| `capbybdt`

| `cfbybdt`

| `floatbybdt`

| `floorbybdt`

| `instoptfloat`

| `swapbybdt`

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