Main Content

Tree Manipulation for Interest-Rate Instruments

Graphical representation of interest-rate trees

Functions

bushpathExtract entries from node of bushy tree
bushshapeRetrieve shape of bushy tree
cvtreeConvert inverse-discount tree to interest-rate tree
mkbushCreate bushy tree
mktreeCreate recombining binomial tree
mktrintreeCreate recombining trinomial tree
treepathEntries from node of recombining binomial tree
treeshapeShape of recombining binomial tree
treeviewerTree information
trintreepathEntries from node of recombining trinomial tree
trintreeshapeShape of recombining trinomial tree

Examples and How To

Concepts

  • Overview of Interest-Rate Tree Models

    Financial Instruments Toolbox™ computes prices and sensitivities of interest-rate contingent claims based on several methods of modeling changes in interest rates over time.