Financial Derivatives Toolbox

BDT Pricing Options Structure

The BDT instrument pricing functions (e.g., bondbybdt, bdtprice) use the same pricing options structure as their HJM counterparts. See the section HJM Pricing Options Structure for a discussion of pricing options. You can obtain similar results from the examples in that section by substituting BDT functions and arguments for the corresponding HJM functions and arguments where required.

Pricing and Sensitivity from BDT

Calculating Prices and Sensitivities