0.9.0 The R Markdown file contains a function BscdCustomModel() that specify a binomial tree model using Black-Scholes parameters. The function returns an object of class "Bscd", i.e. Black-Scholes Discrete class, that consists of several variables, e.g. q, u, d, etc, and THREE (3) matrices: (i) short-rate interest rates lattice; (ii) zero-coupon bond lattice; and (iii) 1 / (1+sRateMtx). These matrices are based on an initial value of ONE (1). To obtain the actual prices, just multiply the matrix by the initial value, e.g. 100*sRateMtx. ToDo: a test script and forward, futures, swap (also options on these securities) pricing functions.