Price options on floating-rate notes for Black-Karasinski interest-rate tree
[
prices options on floating-rate notes from a Black-Karasinski interest rate tree.
Price
,PriceTree
]
= optfloatbybdt(BKTree
,OptSpec
,Strike
,ExerciseDates
,AmericanOpt
,Spread
,Settle
,Maturity
)optfloatbybk
computes prices of options on vanilla floating-rate
notes.
[
adds optional name-value pair arguments. Price
,PriceTree
]
= optfloatbybdt(___,Name,Value
)