Robuta

https://www.mathworks.com/help/fininst/finmodel.blackkarasinski.html BlackKarasinski - Create BlackKarasinski model object for a Cap, FloorSwaption, Swap, FloatBond,... Create and price a Cap, Floor, Swaption, Swap, FloatBond, FixedBond, FixedBondOption, FloatBondOption, OptionEmbeddedFixedBond, or OptionEmbeddedFloatBond... for acreatemodelobjectcap https://kr.mathworks.com/help/fininst/finmodel.blackkarasinski.html BlackKarasinski - Create BlackKarasinski model object for a Cap, FloorSwaption, Swap, FloatBond,... Create and price a Cap, Floor, Swaption, Swap, FloatBond, FixedBond, FixedBondOption, FloatBondOption, OptionEmbeddedFixedBond, or OptionEmbeddedFloatBond... for acreatemodelobjectcap