Using the data provided, create a BDT volatility specification (using bdtvolspec), rate specification (using intenvset), and tree time layout specification (using bdttimespec). Then use these specifications to create a BDT tree with bdttree.
VolSpec — Volatility process specification structure
Volatility process specification, specified using the VolSpec
output obtained from bdtvolspec.
Data Types: struct
RateSpec — Interest-rate specification for initial risk-free rate curve structure
Interest-rate specification for initial rate curve, specified by the
RateSpec obtained from intenvset. For information on the interest-rate specification, see
intenvset.
Data Types: struct
TimeSpec — Time tree layout specification structure
Time tree layout specification, specified using the TimeSpec
output obtained from bdttimespec. The TimeSpec defines the
observation dates of the BDT tree and the Compounding rule for date
to time mapping and price-yield formulas.
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