Main Content

Black-Derman-Toy Tree Setup

Propagate Black-Derman-Toy interest-rate tree

Functions

bdttimespecSpecify time structure for Black-Derman-Toy interest-rate tree
bdttreeBuild Black-Derman-Toy interest-rate tree
bdtvolspecSpecify Black-Derman-Toy 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.