Hull-White Tree Setup

Propagate Hull-White interest-rate tree

Setup a Hull-White interest-rate tree model.

Functions

`hwtimespec`	Specify time structure for Hull-White interest-rate tree
`hwtree`	Build Hull-White interest-rate tree
`hwvolspec`	Specify Hull-White 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.
Calibrating Hull-White Model Using Market Data
The pricing of interest-rate derivative securities relies on models that describe the underlying process.
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.