| Financial Derivatives Toolbox |
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Fixed Income Pricing and Sensitivity from Heath-Jarrow-Morton Tree
hjmprice
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Fixed income instrument prices by HJM interest rate tree
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hjmsens
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Fixed income instrument prices and sensitivities by HJM interest rate tree
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hjmtimespec
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Specify time structure for HJM interest rate tree
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hjmtree
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Construct HJM interest rate tree
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hjmvolspec
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HJM volatility process specification
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Fixed Income Pricing and Sensitivity from Black-Derman-Toy Tree
bdtprice
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Fixed income instrument prices by BDT interest rate tree
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bdtsens
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Fixed income instrument prices and sensitivities by BDT interest rate tree
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bdttimespec
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Specify time structure for BDT interest rate tree
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bdttree
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Construct BDT interest rate tree
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bdtvolspec
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BDT volatility process specification
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| | Portfolio Hedge Allocation | | Heath-Jarrow-Morton Utilities | |