https://kr.mathworks.com/help/fininst/finmodel.lineargaussian2f.html
LinearGaussian2F - Create LinearGaussian2F model object for Cap, Floor, Swaption, Swap, FixedBond,...
Create and price a Cap, Floor, Swaption, Swap, FloatBond, FloatBondOption, FixedBond, RangeAccrualNote, FixedBondOption, OptionEmbeddedFixedBond,...
createmodelobjectcapfloor