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treeshape

Shape of recombining binomial tree

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Syntax

[NumLevels,NumPos,IsPriceTree] = treeshape(Tree)

Description

example

[NumLevels,NumPos,IsPriceTree] = treeshape(Tree) returns information on a recombining binomial tree's shape.

Examples

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Open Live Script

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

Create a BDT tree by loading the example file.

load deriv.mat;

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

treeviewer(BDTTree)

{"String":"Figure Tree Viewer contains 2 axes objects and other objects of type uicontrol. Axes object 1 contains 22 objects of type line. Axes object 2 is empty.","Tex":[],"LaTex":[]}

Use treeshape to display the shape of the binomial tree.

[NumLevels, NumPos, IsPriceTree] = treeshape(BDTTree.FwdTree) 
NumLevels = 4

NumPos = 1×4

     1     1     1     1


IsPriceTree = logical
   0

Input Arguments

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Recombining binomial tree, specified as a struct that is created using one of the following functions:

Data Types: struct

Output Arguments

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

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

Indicates if final horizontal branch is present in the tree, returned as a Boolean.

Version History

Introduced before R2006a

See Also

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