Documentation

This is machine translation

Translated by Microsoft
Mouse over text to see original. Click the button below to return to the English verison of the page.

Tree Manipulation for Interest-Rate Instruments

Graphical representation of interest-rate trees

Functions

bushpath Extract entries from node of bushy tree
bushshape Retrieve shape of bushy tree
cvtree Convert inverse-discount tree to interest-rate tree
mkbush Create bushy tree
mktree Create recombining binomial tree
mktrintree Create recombining trinomial tree
treepath Entries from node of recombining binomial tree
treeshape Shape of recombining binomial tree
treeviewer Tree information
trintreepath Entries from node of recombining trinomial tree
trintreeshape Shape of recombining trinomial tree

Examples and How To

Graphical Representation of Trees

Use the treeviewer function to display tree data graphically.

Concepts

Overview of Interest-Rate Tree Models

Financial Instruments Toolbox™ computes prices and sensitivities of interest-rate contingent claims based on several methods of modeling changes in interest rates over time.

Was this topic helpful?