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Financial Derivatives Toolbox

Financial Toolbox:

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bushpath

:

:

Values = bushpath(Tree, BranchList)

:

  • Tree -
  • BranchList - (NUMPATHS) (PATHLENGTH) , .

: bushpath:

Values = bushpath(Tree, BranchList)

. , . 1, 2 . 0, .
Values , NUMVALS:NUMPATHS, .

: HJM . :

load deriv;

:

FwdRates = bushpath(HJMTree.FwdTree, [1 2 1])

, , .

:

treeviewer. :

treeviewer(HJMTree)

.

. : bushshape, mkbush

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:


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