bktree
Build Black-Karasinski interest-rate tree
Description
Examples
Input Arguments
Output Arguments
References
[1] Hull, J., and A. White. "Using Hull-White Interest Rate Trees." Journal of Derivatives. 1996.
[2] Hull, J., and A. White. "The General Hull-White Model and Super Calibration." August 2000.
Version History
See Also
bkprice
| bkvolspec
| bktimespec
| intenvset
| bksens