Price options on floating-rate notes for Hull-White interest-rate tree
[
prices options on floating-rate notes from a Hull-White interest rate tree.
Price
,PriceTree
]
= optfloatbyhw(HWTree
,OptSpec
,Strike
,ExerciseDates
,AmericanOpt
,Spread
,Settle
,Maturity
)optfloatbyhw
computes prices of options on vanilla floating-rate
notes.
[
adds optional name-value pair arguments. Price
,PriceTree
]
= optfloatbyhw(___,Name,Value
)
bondbyhw
| capbyhw
| cfbyhw
| floatbyhw
| floorbyhw
| hwtree
| instoptfloat
| swapbyhw