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Heath-Jarrow-Morton Tree Setup

Propagate Heath-Jarrow-Morton interest-rate tree

Setup a Heath-Jarrow-Morton interest-rate tree model.

Functions

hjmtimespecSpecify time structure for Heath-Jarrow-Morton interest-rate tree
hjmtreeBuild Heath-Jarrow-Morton interest-rate tree
hjmvolspecSpecify Heath-Jarrow-Morton interest-rate volatility process

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