mmktbybdt

Create money-market tree from Black-Derman-Toy interest-rate tree

Syntax

MMktTree = mmktbybdt(BDTTree)


Arguments

BDTTree

Interest-rate tree structure created by bdttree.

Description

MMktTree = mmktbybdt(BDTTree) creates a money-market tree from an interest-rate tree structure created by bdttree.

Examples

load deriv.mat;
MMktTree = mmktbybdt(BDTTree);
treeviewer(MMktTree)