%% Create a BDTTree
% Using the data provided, create a BDT volatility specification (using bdtvolspec), rate specification (using intenvset), and tree time layout specification (using bdttimespec). Then use these specifications to create a BDT tree with bdttree.

Compounding = 1;
ValuationDate = '01-01-2000';
StartDate = ValuationDate;
EndDates = ['01-01-2001'; '01-01-2002'; '01-01-2003'; 
'01-01-2004'; '01-01-2005'];
Rates = [.1; .11; .12; .125; .13];
Volatility = [.2; .19; .18; .17; .16];

RateSpec = intenvset('Compounding', Compounding,...
		     'ValuationDate', ValuationDate,...
		     'StartDates', StartDate,...
		     'EndDates', EndDates,...
		     'Rates', Rates);
	 
BDTTimeSpec = bdttimespec(ValuationDate, EndDates, Compounding);
BDTVolSpec = bdtvolspec(ValuationDate, EndDates, Volatility);
BDTTree = bdttree(BDTVolSpec, RateSpec, BDTTimeSpec)

% Use treeviewer to observe the tree you have created.

treeviewer(BDTTree)

% Copyright 2018 The MathWorks, Inc.