Financial Derivatives Toolbox | ![]() ![]() |
Syntax
Arguments
Tree |
Bushy tree. |
Description
[NumLevels, NumChild, NumPos, NumStates, Trim] = bushshape(Tree)
returns information on a bushy tree's shape.
NumLevels
is the number of time levels of the tree.
NumChild
is a 1
by number of levels (NUMLEVELS
) vector with the number of branches (children) of the nodes in each level.
NumPos
is a 1
-by-NUMLEVELS
vector containing the length of the state vectors in each level.
NumStates
is a 1
-by-NUMLEVELS
vector containing the number of state vectors in each level.
Trim
is 1
if NumPos
decreases by one when moving from one time level to the next. Otherwise, it is 0
.
Examples
Create an HJM tree by loading the example file.
With treeviewer
you can see the general shape of the HJM interest rate tree.
You can recreate this tree using the mkbush
function.
See Also
![]() | bushpath | capbybdt | ![]() |