Financial Derivatives Toolbox    

Heath-Jarrow-Morton Bushy Tree Manipulation
bushpath
 Extract entries from node of bushy tree
bushshape
 Retrieve shape of bushy tree
mkbush
 Create bushy tree

Black-Derman-Toy Recombining Tree Manipulation
mktree
 Create recombining tree
treepath
 Extract entries from node of recombining tree
treeshape
 Retrieve shape of recombining tree

Derivatives Pricing Options
derivget
 Get derivatives pricing options
derivset
 Set or modify derivatives pricing options


  Heath-Jarrow-Morton Utilities Instrument Portfolio Handling