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Tree Manipulation for Equity Instruments

Graphical representation of equity 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 重组三叉树的形状

Examples and How To

Graphical Representation of Trees

Use thetreeviewerfunction to display tree data graphically.

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.

Concepts

Supported Equity Derivative Functions

Equity derivative instrument functions supported by Financial Instruments Toolbox™.