Financial Derivatives Toolbox

mmktbybdt

Create money market tree from BDT

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)  
  
  
  

See Also

bdttree

mktree

mmktbyhjm