mmktbyhjm (Financial Derivatives Toolbox)

Create money market tree

Syntax

MMktTree = mmktbyhjm(HJMTree)

Arguments

HJMTree
Forward rate tree structure created by hjmtree.

`HJMTree`	Forward rate tree structure created by `hjmtree`.

Description

MMktTree = mmktbyhjm(HJMTree) creates a money market tree from a forward rate tree structure created by hjmtree.

Example

load deriv.mat;
MMktTree = mmktbyhjm(HJMTree);
treeviewer(MMktTree)

See Also

hjmtree

mkbush optbndbyhjm