Heath-Jarrow-Morton Tree Setup

Propagate Heath-Jarrow-Morton interest-rate tree

Functions

`hjmtimespec`	Specify time structure for Heath-Jarrow-Morton interest-rate tree
`hjmtree`	Build Heath-Jarrow-Morton interest-rate tree
`hjmvolspec`	Specify Heath-Jarrow-Morton interest-rate volatility process

Understanding Interest-Rate Tree Models
Financial Instruments Toolbox™ supports the Black-Derman-Toy (BDT), Black-Karasinski (BK), Heath-Jarrow-Morton (HJM), and Hull-White (HW) interest-rate models.
Use treeviewer to Examine HWTree and PriceTree When Pricing European Callable Bond
This example demonstrates how to use treeviewer to examine tree information for a Hull-White tree when you price a European callable bond.
Overview of Interest-Rate Tree Models
Financial Instruments Toolbox computes prices and sensitivities of interest-rate contingent claims based on several methods of modeling changes in interest rates over time.