Bond Price using Binomial Lattice Model
Finding of call/put option price when the underlying asset is Bond.
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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 (2026). Bond Price using Binomial Lattice Model (https://www.mathworks.com/matlabcentral/fileexchange/33891-bond-price-using-binomial-lattice-model), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.1.0.0 (1.84 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
