Main Content
Tree Manipulation for Equity Instruments
Graphical representation of equity trees
Use tools for the graphical representation of equity options tree models.
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 |
Topics
- Graphical Representation of Trees
Use the
treeviewer
function to display tree data graphically. - Use treeviewer to Examine HWTree and PriceTree When Pricing European Callable Bond
This example demonstrates how to use
treeviewer
to examine tree information for a Hull-White tree when you price a European callable bond. - Supported Equity Derivative Functions
Equity derivative instrument functions supported by Financial Instruments Toolbox™.