trintreeshape

Shape of recombining trinomial tree

Syntax

[NumLevels,NumPos,NumStates] = treeshape(TrinTree)

Description

[NumLevels,NumPos,NumStates] = treeshape(TrinTree) returns information on a recombining trinomial tree's shape.

Examples

Determine Shape of Recombining Trinomial Tree

This example shows how to obtain information on a recombining trinomial tree's shape.

Create a HW tree by loading the example file.

load deriv.mat; 

With treeviewer you can see the general shape of the HW interest-rate tree.

treeviewer(HWTree)

Use trintreeshape to display the shape of the binomial tree.

[NumLevels, NumPos, IsPriceTree] = trintreeshape(HWTree) 

NumLevels = 4

NumPos = 1×4

     1     1     1     1

IsPriceTree = 1×4

     1     3     5     5

Input Arguments

TrinTree — Recombining price or interest-rate trinomial tree

struct

Recombining price or interest-rate trinomial tree, specified as a struct that is created using one of the following functions:

• hjmtree

• bdttree

• hwtree

• bktree

• cirtree

Data Types: struct

Output Arguments

NumLevels — Number of time levels of tree

numeric

Number of time levels of tree, returned as a numeric.

NumPos — Length of the state vectors in each level

vector

Length of the state vectors in each level, returned as a 1-by-NUMLEVELS vector.

NumStates — Number of state vectors in each level

vector

Number of state vectors in each level, returned as a 1-by-NUMLEVELS vector.

Version History

Introduced before R2006a