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hjmtimespec
Specify time structure for Heath-Jarrow-Morton interest-rate tree
Description
sets the number of levels and node times for a TimeSpec
= hjmtimespec(ValuationDate
,Maturity
)hjmtree
and determines the mapping between dates and time for rate
quoting.
adds the optional argument TimeSpec
= hjmtimespec(___,Compounding
)Compounding
.