www.gusucode.com > fininst 案例源码程序 matlab代码 > fininst/SetLevelsAndNodeHullWhiteTreeExample.m
%% Set the Number of Levels and Node Times for a Hull-White Tree % This example shows how to specify a four-period tree with annual nodes % and use annual compounding to report rates. %% % Copyright 2015 The MathWorks, Inc. ValuationDate = 'Jan-1-2004'; Maturity = ['12-31-2004'; '12-31-2005'; '12-31-2006'; '12-31-2007']; Compounding = 1; TimeSpec = hwtimespec(ValuationDate, Maturity, Compounding)