Specify Black-Karasinski interest-rate volatility process
creates a structure specifying the volatility for VolSpec
= bdtvolspec(ValuationDate
,VolDates
,VolCurve
,AlphaDates
,AlphaCurve
)bktree
.
adds the optional argument VolSpec
= bdtvolspec(___,InterpMethod
)InterpMethod
.
bkprice
| bktimespec
| bktree
| interp1