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Black-Derman-Toy Tree Setup

Propagate Black-Derman-Toy interest-rate tree

Setup a Black-Derman-Toy interest-rate tree model.

Functions

bdttimespecSpecify time structure for Black-Derman-Toy interest-rate tree
bdttreeBuild Black-Derman-Toy interest-rate tree
bdtvolspecSpecify Black-Derman-Toy interest-rate volatility process

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