Trinomial tree calibration in matlab

The following Matlab project contains the source code and Matlab examples used for trinomial tree calibration. This function calibrates the Hull-White trinomial tree.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSize
license.txt 1324
trintree_calswaption.m 5176