Financial Derivatives Toolbox | ![]() ![]() |
Extract entries from node of recombining tree
Syntax
Arguments
Tree |
Recombining tree. |
BranchList |
Number of paths (NUMPATHS ) by path length (PATHLENGTH ) matrix containing the sequence of branchings. |
Description
Values = treepath(Tree, BranchList)
extracts entries of a node of a recombining 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
is a number of values (NUMVALS
)-by-NUMPATHS
matrix containing the retrieved entries of a recombining tree.
Examples
Create a BDT tree by loading the example file.
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 treeviewer
function.
See Also
![]() | swapbyzero | treeshape | ![]() |