%% Compute the VolSpec Structure to Specify a Proportional Volatility Model for HJMTree
% This example shows how to compute the VolSpec structure to specify the volatility model for hjmtree when volatility is single-factor proportional.

CurveProp = [0.11765; 0.08825; 0.06865];
CurveTerm = [1; 2; 3];
VolSpec = hjmvolspec('Proportional', CurveProp, CurveTerm, 1e6)

% Copyright 2015 The MathWorks, Inc.