Create money-market tree from Black-Derman-Toy interest-rate tree
MMktTree = mmktbybdt(BDTTree)
MMktTree = mmktbybdt(BDTTree)
creates a money-market tree from an interest-rate tree structure created
by bdttree
.
load deriv.mat;
MMktTree = mmktbybdt(BDTTree);
treeviewer(MMktTree)