Previous Topic

Next Topic

Callable and Puttable Bonds

Each of the callable and puttable bonds functions has a function name of oIRcallPutBond followed by one of the following suffixes:

Function Suffix

Description

.

_BDT1

Uses the Black-Derman-Toy model

_BDT2

Uses the Black-Derman-Toy model

_HL

Uses the Ho and Lee model

_HW

Uses the Hull and White model

_BK

Uses the Black and Karasinski model

 

 

In This Section

Background to Callable and Puttable Bonds

Callable and Puttable Bonds Functions

Return to www.derivativepricing.com website

Copyright 2013 Hedgebook Ltd.