Publisher review:Interest rate model - Hull and White interest rate model This model implements Hull-White single factor interest rate model based on the paper published by the duo in 1994.
The code currently is written to deal with 3 step symmetric tree structure. However, it can further be modified to incorporate time varying two-factor asymmetric tree structure and implement both, Hull-White and Black-Karasinski models easily. Requirements: ยท MATLAB Release: R2006b
Interest rate model is a Matlab script for Earth Sciences scripts design by Sandeep.
It runs on following operating system: Windows / Linux / Mac OS / BSD / Solaris.
Interest rate model - Hull and White interest rate model
Operating system:Windows / Linux / Mac OS / BSD / Solaris
Interest rate model script details 
