Tree Manipulation for Interest-Rate Instruments

Graphical representation of interest-rate trees

Use tools for the graphical representation of interest-rate tree models.

Functions

`bushpath`	Extract entries from node of bushy tree
`bushshape`	Retrieve shape of bushy tree
`cvtree`	Convert inverse-discount tree to interest-rate tree
`mkbush`	Create bushy tree
`mktree`	Create recombining binomial tree
`mktrintree`	Create recombining trinomial tree
`treepath`	Entries from node of recombining binomial tree
`treeshape`	Shape of recombining binomial tree
`treeviewer`	Tree information
`trintreepath`	Entries from node of recombining trinomial tree
`trintreeshape`	Shape of recombining trinomial tree

Graphical Representation of Trees
Use the treeviewer function to display tree data graphically.
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.
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.