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Price options on floating-rate notes for Hull-White interest-rate tree

```
[Price,PriceTree]
= optfloatbyhw(HWTree,OptSpec,Strike,ExerciseDates,AmericanOpt,Spread,Settle,Maturity)
```

```
[Price,PriceTree]
= optfloatbyhw(___,Name,Value)
```

`[`

prices
options on floating-rate notes from a Hull-White interest rate tree. `Price`

,`PriceTree`

]
= optfloatbyhw(`HWTree`

,`OptSpec`

,`Strike`

,`ExerciseDates`

,`AmericanOpt`

,`Spread`

,`Settle`

,`Maturity`

)`optfloatbyhw`

computes
prices of options on vanilla floating rate notes.

`[`

adds optional name-value pair arguments. `Price`

,`PriceTree`

]
= optfloatbyhw(___,`Name,Value`

)

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