arbitrary cash flow instruments bond defined bondbyhjm bondbyzero bushpath example bushshape bushy tree cap, defined capbyhjm cfbyhjm cfbyzero classfin constraints dependent inconsistent constructor convbyzero conventions in our documentation (table) date2time datedisp delta defined dependent constraints derivgetbd derivsetbd deterministic model disc2rate purpose syntax discount factors field fixed rate note, defined fixedbyhjm fixedbyzero floatbyhjm floatbyzero floating rate note, defined floor, defined floorbyhjm gamma gamma, defined Heath-Jarrow-Morton (HJM) model Heath-Jarrow-Morton tree hedgeopt purpose hedgeslf purpose hedging considerations functions goals HJM pricing options structure hjmprice hjmprice hjmsens hjmtimespec HJMTree hjmtree input arguments hjmvolspec forms of volatility inconsistent constraints instadd creating an instrument instaddfield creating new instruments instbond instcap instcf instdelete instdisp instfields instfind purpose syntax instfixed instfloat instfloor instget instgetcell instlength instoptbnd instrument index instselect purpose instsetfield instswap insttypes intenvget purpose intenvprice intenvsens intenvset purpose interest rate environment inverse discount isafin least squares problem mkbush mmktbyhjm object optbndbyhjm Options per-dollar sensitivities calculating example portfolio price tree structure Price vector pricing options structure rate specification rate2disc creating inverse discounts purpose RateSpec defined using ratetimes purpose recombining tree sensitivities per-dollar, example of stochastic model swap, defined swapbyhjm swapbyzero TimeSpec using treeviewer examining values with TypeString argument under-determined system vanilla swaps vega, defined VolSpec using