Standard Trinomial Tree Analysis

Price and analyze standard trinomial equity instrument

Functions

`asianbystt`	Price Asian options using standard trinomial tree
`barrierbystt`	Price barrier options using standard trinomial tree
`compoundbystt`	Price compound options using standard trinomial tree
`sttprice`	Price instruments using standard trinomial tree
`sttsens`	Instrument sensitivities and prices using standard trinomial tree
`lookbackbystt`	Price lookback options using standard trinomial tree
`optstockbystt`	Price vanilla options on stocks using standard trinomial tree
`derivget`	Get derivatives pricing options
`derivset`	Set or modify derivatives pricing options

Pricing Equity Derivatives Using Trees
Pricing functions calculate the price of any set of supported instruments based on a binary equity price tree, an implied trinomial price tree, or a standard trinomial tree.
Computing Equity Instrument Sensitivities
The delta, gamma, and vega sensitivities that the toolbox computes are dollar sensitivities.
Pricing Options Structure
The MATLAB^®Optionsstructure provides additional input to most pricing functions.
Use treeviewer to Examine HWTree and PriceTree When Pricing European Callable Bond
This example demonstrates how to usetreeviewerto examine tree information for a Hull-White tree when you price a Europrean callable bond.

Supported Equity Derivative Functions
Equity derivative instrument functions supported by Financial Instruments Toolbox™.