Price bond option from Heath-Jarrow-Morton interest-rate tree
[
calculates
the price for a bond option from a Black-Karasinski interest-rate
tree.Price
,PriceTree
]
= optbndbyhjm(HJMTree
,OptSpec
,Strike
,ExerciseDates
,AmericanOpt
,CouponRate
,Settle
,Maturity
)
[
adds
optional arguments.Price
,PriceTree
]
= optbndbyhjm(___,Period
,Basis
,EndMonthRule
,IssueDate
,FirstCouponDate
,LastCouponDate
,StartDate
,Face
,Options
)