Entries from node of recombining binomial tree
extracts entries of a node of a recombining binomial tree. The node path is
described by the sequence of branchings taken, starting at the root. The top branch
is number one, the second-to-top is two, and so on. Set the branch sequence to zero
to obtain the entries at the root node.
Values = treepath(
Extract Entries of a Node of a Recombining Binomial Tree
BDT tree by loading the example file.
load deriv.mat; FwdRates = treepath(BDTTree.FwdTree, [1 2 1])
FwdRates = 4×1 1.1000 1.0979 1.1377 1.1183
This returns the rates at the tree nodes located by taking the up branch, then the down branch, and finally the up branch again.
You can visualize this with the
BranchList — Number of paths by path length
Number of paths (
NUMPATHS) by path length
PATHLENGTH), specified as a matrix containing the
sequence of branchings.
Values — Retrieved entries of a recombining tree
Retrieved entries of a recombining tree, returned a number of values