www.gusucode.com > fininst 案例源码程序 matlab代码 > fininst/VolSpecStructSpecExponentVolatiliExample.m
%% Compute the |VolSpec| Structure to Specify an Exponential Volatility Model for |HJMTree| % This example shows how to compute the |VolSpec| structure to specify the % volatility model for |hjmtree| when volatility is two-factor exponential and constant. %% % Copyright 2015 The MathWorks, Inc. VolSpec = hjmvolspec('Exponential', 0.1, 1, 'Constant', 0.2)