Financial Derivatives Toolbox    
treepath

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.

Then

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

mktree, treeshape


  swapbyzero treeshape