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Cox-Ingersoll-Ross Tree Setup

Propagate Cox-Ingersoll-Ross interest-rate tree

Setup a Cox-Ingersoll-Ross interest-rate tree model.

Functions

cirtimespecSpecify time structure for Cox-Ingersoll-Ross tree
cirtreeBuild a Cox-Ingersoll-Ross interest-rate tree
cirvolspecSpecify Cox-Ingersoll-Ross interest-rate volatility process

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