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R2012a Documentation → Financial Derivatives Toolbox
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Contents

Index

• Getting Started

• User's Guide

• Interest-Rate Instruments

• Interest-Rate Term Structure

• Interest-Rate Tree Models

• Heath-Jarrow-Morton Trees

• Heath-Jarrow-Morton Tree Utililites

rangefloatbyhjm

• Black-Derman-Toy Trees

• Black-Derman-Toy Tree Utilities

• Hull-White Trees

• Hull-White Tree Utilities

• Black-Karasinski Trees

• Black-Karasinski Tree Utilities

• Tree Manipulation

• Interest-Rate Closed-Form Solutions

• Equity Instruments

• Equity Tree Models

• Equity Derivative Closed-Form Solutions

• Monte Carlo Simulation for Equity Derivatives

• Controlling Defaults and Options

• Portfolio Handling for Interest and Equity Instruments

• Financial Object Structures

• Hedging Portfolios

• Release Notes

mmktbyhjm - Create money-market tree from Heath-Jarrow-Morton interest-rate tree

Syntax

MMktTree = mmktbyhjm(HJMTree)

Arguments

HJMTree

Forward-rate tree structure created by hjmtree.

Description

MMktTree = mmktbyhjm(HJMTree) creates a money-market tree from a forward-rate tree structure created by hjmtree.

Examples

load deriv.mat;
MMktTree = mmktbyhjm(HJMTree);
treeviewer(MMktTree)

See Also

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