https://www.mathworks.com/help/fininst/heath-jarrow-morton-tree-analysis.html?s_tid=CRUX_lftnav
Heath-Jarrow-Morton Tree Analysis - MATLAB & Simulink
Price and analyze Heath-Jarrow-Morton interest-rate instrument
heath jarrow mortontree analysismatlabsimulink
https://www.mathworks.com/help/fininst/mmktbyhjm.html
mmktbyhjm - Create money-market tree from Heath-Jarrow-Morton interest-rate tree - MATLAB
This MATLAB function creates a money-market tree from an interest-rate tree structure created by hjmtree.
heath jarrow mortoncreate money