arbitrary cash flow instruments
bond
defined
bondbyhjm
bondbyzero
bushpath
example
bushshape
bushy tree
cap, defined
capbyhjm
cfbyhjm
cfbyzero
classfin
constraints
dependent
inconsistent
constructor
convbyzero
conventions in our documentation (table)
date2time
datedisp
delta
defined
dependent constraints
derivgetbd
derivsetbd
deterministic model
disc2rate
purpose
syntax
discount factors
field
fixed rate note, defined
fixedbyhjm
fixedbyzero
floatbyhjm
floatbyzero
floating rate note, defined
floor, defined
floorbyhjm
gamma
gamma, defined
Heath-Jarrow-Morton (HJM) model
Heath-Jarrow-Morton tree
hedgeopt
purpose
hedgeslf
purpose
hedging
considerations
functions
goals
HJM pricing options structure
hjmprice <1> <2>
hjmsens
hjmtimespec
HJMTree
hjmtree
input arguments
hjmvolspec
forms of volatility
inconsistent constraints
instadd
creating an instrument
instaddfield
creating new instruments
instbond
instcap
instcf
instdelete
instdisp
instfields
instfind
purpose
syntax
instfixed
instfloat
instfloor
instget
instgetcell
instlength
instoptbnd
instrument index
instselect
purpose
instsetfield
instswap
insttypes
intenvget
purpose
intenvprice
intenvsens
intenvset
purpose
interest rate environment
inverse discount
isafin
least squares problem
mkbush
mmktbyhjm
object
optbndbyhjm
Options
per-dollar sensitivities
calculating
example
portfolio
price tree structure
Price vector
pricing options structure
rate specification
rate2disc
creating inverse discounts
purpose
RateSpec
defined
using
ratetimes
purpose
recombining tree
sensitivities
per-dollar, example of
stochastic model
swap, defined
swapbyhjm
swapbyzero
TimeSpec
using
treeviewer
examining values with
TypeString argument
under-determined system
vanilla swaps
vega, defined
VolSpec
using