Tree Manipulation for Interest-Rate Instruments
|Extract entries from node of bushy tree
|Retrieve shape of bushy tree
|Convert inverse-discount tree to interest-rate tree
|Create bushy tree
|Create recombining binomial tree
|Create recombining trinomial tree
|Entries from node of recombining binomial tree
|Shape of recombining binomial tree
|Entries from node of recombining trinomial tree
|Shape of recombining trinomial tree
- Graphical Representation of Trees
treeviewerfunction to display tree data graphically.
- Use treeviewer to Examine HWTree and PriceTree When Pricing European Callable Bond
This example demonstrates how to use
treeviewerto examine tree information for a Hull-White tree when you price a European callable bond.
- 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.