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trintreeshape

Shape of recombining trinomial tree

Description

example

[NumLevels,NumPos,NumStates] = treeshape(TrinTree) returns information on a recombining trinomial tree's shape.

Examples

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

Create a HW tree by loading the example file.

load deriv.mat; 

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

treeviewer(HWTree)

Use trintreeshape to display the shape of the binomial tree.

[NumLevels, NumPos, IsPriceTree] = trintreeshape(HWTree) 
NumLevels = 4
NumPos = 1×4

     1     1     1     1

IsPriceTree = 1×4

     1     3     5     5

Input Arguments

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Recombining price or interest-rate trinomial 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.

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

Introduced before R2006a