Financial Instruments Toolbox™ supports the Black-Derman-Toy (BDT), Black-Karasinski (BK), Heath-Jarrow-Morton (HJM), and Hull-White (HW) interest-rate models.
The pricing of interest-rate derivative securities relies on models that describe the underlying process.
This example demonstrates how to use
treeviewer to examine tree information for a Hull-White tree when you price a Europrean callable bond.
Financial Instruments Toolbox computes prices and sensitivities of interest-rate contingent claims based on several methods of modeling changes in interest rates over time.