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Financial Derivatives Toolbox

Financial Toolbox:

  \ \

bushshape

:

:

[NumLevels, NumChild, NumPos, NumStates, Trim] = bushshape(Tree)

:

  • Tree -

: bushshape:

[NumLevels, NumChild, NumPos, NumStates, Trim] = bushshape(Tree)

.
NumLevels .
NumChild - 1:(NUMLEVELS), () .
NumPos - 1:(NUMLEVELS), .
NumStates - 1:(NUMLEVELS), .
Trim 1, NumPos . 0.

: HJM, . :

load deriv;

treeviewer, HJM , :

treeviewer(HJMTree)

HJM :

:

[NumLevels, NumChild, NumPos, NumStates, Trim] =...
bushshape(HJMTree.FwdTree)

:

NumLevels =
     4
NumChild =
     2     2     2     0
NumPos =
     4     3     2     1
NumStates =
     1     2     4     8
Trim =
     1

, ( ):

Tree = mkbush(NumLevels, NumChild(1), NumPos(1), Trim);
Tree = mkbush(NumLevels, NumChild, NumPos);

. : bushpath, mkbush

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:


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