bushshape

Retrieve shape of bushy tree

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Syntax

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

Description

[NumLevels,NumChild,NumPos,NumStates,Trim] = bushshape(Tree) returns information on a bushy tree's shape.

example

Examples

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Open Live Script

Create an HJM tree by loading the example file.

load deriv.mat;

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

treeviewer(HJMTree)

Figure Tree Viewer contains 2 axes objects and other objects of type uicontrol. Axes object 1 contains 29 objects of type line. Axes object 2 is empty.

Use bushshape with the HJMTree.

[NumLevels, NumChild, NumPos, NumStates, Trim] = bushshape(HJMTree.FwdTree) 
NumLevels = 
4

NumChild = 1×4

     2     2     2     0


NumPos = 1×4

     4     3     2     1


NumStates = 1×4

     1     2     4     8


Trim = logical
   1

You can recreate this tree using the mkbush function.

Tree = mkbush(NumLevels, NumChild(1), NumPos(1), Trim)
Tree=1×4 cell array
    {4×1 double}    {3×1×2 double}    {2×2×2 double}    {1×4×2 double}


Tree = mkbush(NumLevels, NumChild, NumPos)
Tree=1×4 cell array
    {4×1 double}    {3×1×2 double}    {2×2×2 double}    {1×4×2 double}

Input Arguments

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Bushy tree, specified using an HJM, BDT, HW, BK, or CIR tree.

Data Types: struct

Output Arguments

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Number of tree levels, returned as a numeric.

Number of branches (children) of the nodes in each level, returned as a 1-by-number of levels (NUMLEVELS) vector.

Length of the state vectors in each level, returned as a 1-by-number of levels (NUMLEVELS) vector.

Number of state vectors in each levels, returned as a 1-by-number of levels (NUMLEVELS) vector.

Trim, returned as a 1 if NumPos decreases by 1 when moving from one time level to the next. Otherwise, it is 0.

Version History

Introduced before R2006a

See Also

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