arbitrary cash flow instruments
bdtprice
bdtsens
bdttimespec
bdttree
input arguments
bdtvolspec
Black-Derman-Toy (BDT) model
bond
defined
bondbybdt
bondbyhjm
bondbyzero
bushpath
example
bushshape
bushy tree
cap, defined
capbybdt
capbyhjm
cfbybdt
cfbyhjm
cfbyzero
classfin
constraints
dependent
inconsistent
constructor
convbyzero
date2time
datedisp
delta
defined
dependent constraints
deriv.mat
derivget
derivset
deterministic model
disc2rate
purpose
syntax
discount factors
field
fixed rate note, defined
fixedbybdt
fixedbyhjm
fixedbyzero
floatbybdt
floatbyhjm
floatbyzero
floating rate note, defined
floor, defined
floorbybdt
floorbyhjm
gamma
defined
Heath-Jarrow-Morton (HJM) model
Heath-Jarrow-Morton tree
hedgeopt
purpose
hedgeslf
purpose
hedging
considerations
functions
goals
HJM pricing options structure
hjmprice
hjmsens
hjmtimespec
HJMTree
hjmtree
input arguments
hjmvolspec
forms of volatility
inconsistent constraints
instadd
creating an instrument
instaddfield
creating new instruments
instbond
instcap
instcf
instdelete
instdisp
instfields
instfind
purpose
syntax
instfixed
instfloat
instfloor
instget
instgetcell
instlength
instoptbnd
instrument
creating
instrument constructor
instrument index
instselect
purpose
instsetfield
instswap
insttypes
intenvget
purpose
intenvprice
intenvsens
intenvset
purpose
interest rate models
interest rate term structure, defined
inverse discount <1> <2>
isafin
least squares problem
mkbush
mktree
mmktbybdt
mmktbyhjm
model
Black-Derman-Toy (BDT)
Heath-Jarrow-Morton (HJM)
interest rate
object
observation time zero
BDT
HJM
optbndbybdt
optbndbyhjm
Options
BDT
HJM
per-dollar sensitivities
calculating <1> <2>
example
portfolio
creation
management
price tree structure
BDT
HJM
Price vector
BDT
HJM
pricing options
default structure
structure
pricing options structure
BDT
HJM
rate specification
rate2disc
creating inverse discounts
purpose
RateSpec
BDT
defined
HJM
using in BDT
using with HJM
ratetimes
purpose
recombining tree
root node
sensitivities
per-dollar, example of
per-dollar, viewing
short rate
stochastic model
swap, defined
swapbybdt
swapbyhjm
swapbyzero
TimeSpec
BDT
HJM
using <1> <2>
tree
bushy
recombining
treepath
treeshape
treeviewer
displaying BDT trees
displaying HJM trees
examining values with
purpose
using
TypeString argument
typographical conventions (table)
under-determined system
vanilla swaps
vega, defined
volatility
process
VolSpec
BDT
HJM
using