Help CenterHelp Center
Create money-market tree from Black-Derman-Toy interest-rate tree
MMktTree = mmktbybdt(BDTTree)
example
MMktTree = mmktbybdt(BDTTree) MMktTree = mmktbybdt(BDTTree) creates a money-market tree from an interest-rate tree structure created by bdttree.
MMktTree
BDTTree
bdttree
collapse all
Use a bdttree from the deriv.mat and create a money-market tree from the BDT interest-rate tree.
deriv.mat
load deriv.mat; MMktTree = mmktbybdt(BDTTree)
MMktTree = struct with fields: FinObj: 'BDTMmktTree' tObs: [0 1 2 3 4] MMktTree: {[1] [1.1000 1.1000] [1.2077 1.2324 1.2575] [1.3256 1.3633 ... ]}
treeviewer(MMktTree)
BDT interest-rate tree structure, specified by bdttree.
Data Types: struct
struct
Money-market tree, returned as a tree structure.
이 예제의 수정된 버전이 있습니다. 사용자가 편집한 내용을 반영하여 이 예제를 여시겠습니까?
다음 MATLAB 명령에 해당하는 링크를 클릭했습니다.
명령을 실행하려면 MATLAB 명령 창에 입력하십시오. 웹 브라우저는 MATLAB 명령을 지원하지 않습니다.
Choose a web site to get translated content where available and see local events and offers. Based on your location, we recommend that you select: .
You can also select a web site from the following list:
Select the China site (in Chinese or English) for best site performance. Other MathWorks country sites are not optimized for visits from your location.
Contact your local office