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Create recombining binomial tree
Tree = mktree(NumLevels,NumPos)
Tree = mktree(___,NodeVal,IsPriceTree)
Tree = mktree(NumLevels,NumPos) creates a recombining tree Tree with initial values NodeVal at each node.
Tree
NumLevels
NumPos
NodeVal
example
Tree = mktree(___,NodeVal,IsPriceTree) adds optional arguments for NodeVal and IsPriceTree.
IsPriceTree
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Create a recombining tree of four time levels with a vector of two elements in each node and each element initialized to NaN.
NaN
Tree = mktree(4, 2)
Tree=1×4 cell array {2x1 double} {2x2 double} {2x3 double} {2x4 double}
Number of time levels of the tree, specified as a scalar numeric.
Data Types: double
double
Length of the state vectors in each time level, specified as a 1-by-NUMLEVELS vector.
1
NUMLEVELS
(Optional) Initial value at each node of the tree, specified as a scalar numeric.
0
(Optional) Indicator if final horizontal branch is added to tree, specified as a scalar logical value.
Data Types: logical
logical
Bushy tree, returned as a tree struct with initial values NodeVal at each node.
Introduced before R2006a
treepath | treeshape
treepath
treeshape
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