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bushshape

Retrieve shape of bushy tree

Description

example

[NumLevels,NumChild,NumPos,NumStates,Trim] = bushshape(Tree) returns information on a bushy tree's shape.

Examples

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Create an HJM tree by loading the example file.

load deriv.mat; 

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

treeviewer(HJMTree)

Figure Tree Viewer contains 2 axes objects and other objects of type uicontrol. Axes object 1 contains 29 objects of type line. Axes object 2 is empty.

Use bushshape with the HJMTree.

[NumLevels, NumChild, NumPos, NumStates, Trim] = bushshape(HJMTree.FwdTree) 
NumLevels = 4
NumChild = 1×4

     2     2     2     0

NumPos = 1×4

     4     3     2     1

NumStates = 1×4

     1     2     4     8

Trim = logical
   1

You can recreate this tree using the mkbush function.

Tree = mkbush(NumLevels, NumChild(1), NumPos(1), Trim)
Tree=1×4 cell array
    {4x1 double}    {3x1x2 double}    {2x2x2 double}    {1x4x2 double}

Tree = mkbush(NumLevels, NumChild, NumPos)
Tree=1×4 cell array
    {4x1 double}    {3x1x2 double}    {2x2x2 double}    {1x4x2 double}

Input Arguments

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Bushy tree, specified using an HJM, BDT, HW, BK, or CIR tree.

Data Types: struct

Output Arguments

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Number of tree levels, returned as a numeric.

Number of branches (children) of the nodes in each level, returned as a 1-by-number of levels (NUMLEVELS) vector.

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

Number of state vectors in each levels, returned as a 1-by-number of levels (NUMLEVELS) vector.

Trim, returned as a 1 if NumPos decreases by 1 when moving from one time level to the next. Otherwise, it is 0.

Introduced before R2006a