Main Content

Hull-White Tree Setup

Propagate Hull-White interest-rate tree

Functions

hwtimespecSpecify time structure for Hull-White interest-rate tree
hwtreeBuild Hull-White interest-rate tree
hwvolspecSpecify Hull-White interest-rate volatility process

Examples and How To

Concepts

  • Overview of Interest-Rate Tree Models

    Financial Instruments Toolbox computes prices and sensitivities of interest-rate contingent claims based on several methods of modeling changes in interest rates over time.