Leisen-Reimer Tree Setup

Propagate Leisen-Reimer equity tree

Setup a Leisen-Reimer equity options tree model.

Functions

`lrtimespec`	Specify time structure for Leisen-Reimer binomial tree
`lrtree`	Build Leisen-Reimer stock tree
`stockspec`	Create stock structure

Understanding Equity Trees
Financial Instruments Toolbox™ supports five types of recombining tree models to represent the evolution of stock prices.
Pricing Equity Derivatives Using Trees
Pricing functions calculate the price of any set of supported instruments based on a binary equity price tree, an implied trinomial price tree, or a standard trinomial tree.
Use treeviewer to Examine HWTree and PriceTree When Pricing European Callable Bond
This example demonstrates how to use treeviewer to examine tree information for a Hull-White tree when you price a European callable bond.