Extract entries from node of bushy tree
extracts entries of a node of a bushy tree. The node path is described by the
sequence of branchings taken, starting at the root. The top branch is number 1, the
second-to-top is 2, and so on. Set the branch sequence to zero to obtain the entries
at the root node.
Values = bushpath(
Extract Entries From Node of Bushy Tree
Create an HJM tree by loading the example file.
bushpath to return the rates at the tree nodes located by taking the up branch, then the down branch, and finally the up branch again.
FwdRates = bushpath(HJMTree.FwdTree, [1 2 1])
FwdRates = 4×1 1.0356 1.0364 1.0526 1.0463
You can visualize this with the
Tree — Bushy tree
Bushy tree, specified using an HJM, BDT, HW, BK, or CIR tree.
BranchList — Sequence of branching
Sequence of branching, specified as a number of paths
NUMPATHS) by path length
Values — Retrieved entries of a bushy tree
Retrieved entries of a bushy tree, returned as a number of values
Introduced before R2006a