Hello everyone,
this is an example from MathWork on how to simulate interest rate with the Hull-White-model:
http://www.mathworks.com/access/helpdesk/help/toolbox/econ/briajhb.html
My question is quite simple.
If I use only one path, e.g. nTrials = 1; (instead of 5 like in the example)
how do I get the interest rate/yield of this path? (= I only want the numbers, not the plot).
I want it to look like this:
yield(10days)=...%
yield(20days)=...%
What should I add in the code?
I really appreciate every help!
Thank you very much in advance!!!