Anybody can share me the code for the "HullWhite1F" function from Financial Instruments Toolbox

Hi everybody, I want to model the interest rate term structure using different interest rate models like Vasicek, CIR, Longstaff, etc. but I need the same form of the function "HullWhite1F".

Anybody can explain me or share me how can I get the code?

Answer 1

[Walter Roberson]

If you have the Financial Instruments toolkit, try

type HullWhite1F

and it might show the code. If the code that shows up consists entirely of comments then the code is implemented in a .p file and the only way to get the source to that is to get a job at Mathworks (or buy the Mathworks company itself to get its assets, which would be rather expensive.)

[Elizabeth Delgado]

hehehe so funny...

[Walter Roberson]

I could point you to several posts from Mathworks employees who say explicitly that the way to get the code for any part of MATLAB is to get a job at Mathworks. I am only repeating what Mathworks themselves say.