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Price options on floating-rate notes for Hull-White interest-rate tree

`[`

prices options on floating-rate notes from a Hull-White interest rate tree.
`Price`

,`PriceTree`

]
= optfloatbyhw(`HWTree`

,`OptSpec`

,`Strike`

,`ExerciseDates`

,`AmericanOpt`

,`Spread`

,`Settle`

,`Maturity`

)`optfloatbyhw`

computes prices of options on vanilla floating-rate
notes.

`[`

adds optional name-value pair arguments. `Price`

,`PriceTree`

]
= optfloatbyhw(___,`Name,Value`

)

`hwtree`

| `cfbyhw`

| `capbyhw`

| `swapbyhw`

| `floorbyhw`

| `floatbyhw`

| `bondbyhw`

| `instoptfloat`

- Pricing Using Interest-Rate Tree Models
- Calibrating Hull-White Model Using Market Data
- Floating-Rate Note Options
- Understanding Interest-Rate Tree Models
- Pricing Options Structure
- Supported Interest-Rate Instrument Functions
- Mapping Financial Instruments Toolbox Functions for Interest-Rate Instrument Objects