Shape of recombining binomial tree
Determine Shape of Recombining Binomial Tree
This example shows how to obtain information on a recombining binomial tree's shape.
Create a BDT tree by loading the example file.
treeviewer you can see the general shape of the BDT interest-rate tree.
treeshape to display the shape of the binomial tree.
[NumLevels, NumPos, IsPriceTree] = treeshape(BDTTree.FwdTree)
NumLevels = 4
NumPos = 1×4 1 1 1 1
IsPriceTree = logical 0
NumLevels — Number of time levels of tree
Number of time levels of tree, returned as a numeric.
NumPos — Length of the state vectors in each level
Length of the state vectors in each level, returned as a
IsPriceTree — Indicates if final horizontal branch is present in the tree
Indicates if final horizontal branch is present in the tree, returned as a Boolean.
Introduced before R2006a