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Create money-market tree from Black-Derman-Toy interest-rate tree
MMktTree = mmktbybdt(BDTTree)
example
MMktTree = mmktbybdt(BDTTree) MMktTree = mmktbybdt(BDTTree) creates a money-market tree from an interest-rate tree structure created by bdttree.
MMktTree
BDTTree
bdttree
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Use a bdttree from the deriv.mat and create a money-market tree from the BDT interest-rate tree.
deriv.mat
load deriv.mat; MMktTree = mmktbybdt(BDTTree)
MMktTree = struct with fields: FinObj: 'BDTMmktTree' tObs: [0 1 2 3 4] MMktTree: {[1] [1.1000 1.1000] [1.2077 1.2324 1.2575] [1x4 double]}
treeviewer(MMktTree)
BDT interest-rate tree structure, specified by bdttree.
Data Types: struct
struct
Money-market tree, returned as a tree structure.
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