Financial Derivatives Toolbox

mmktbyhjm

Create money market tree from HJM

Syntax

• MMktTree = mmktbyhjm(HJMTree)
  

Arguments

HJMTree

Forward rate tree structure created by hjmtree.

Description

MMktTree = mmktbyhjm(HJMTree) creates a money market tree from a forward rate tree structure created by hjmtree.

Examples

• load deriv.mat;
  MMktTree = mmktbyhjm(HJMTree);
  treeviewer(MMktTree)  
  
  
  

See Also

hjmtree

mmktbybdt

optbndbybdt