Bond Price using Binomial Lattice Model
Version 1.1.0.0 (1.84 KB) by
Krishna Prasad
Finding of call/put option price when the underlying asset is Bond.
Since the interest rate are not constant so the Bond price is also fluctuate according to interest rate. This program find the short-rate Dynamics of Interest rate and accordingly Bond price, form where we can find the put/call option price.
Cite As
Krishna Prasad (2024). Bond Price using Binomial Lattice Model (https://www.mathworks.com/matlabcentral/fileexchange/33891-bond-price-using-binomial-lattice-model), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Created with
R2006b
Compatible with any release
Platform Compatibility
Windows macOS LinuxCategories
- Computational Finance > Financial Toolbox > Price and Analyze Financial Instruments >
- Computational Finance > Financial Instruments Toolbox > Price Instruments Using Functions > Interest-Rate Instruments >
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