Tree Manipulation for Interest-Rate Instruments
|Extract entries from node of bushy tree|
|Retrieve shape of bushy tree|
|Convert inverse-discount tree to interest-rate tree|
|Create bushy tree|
|Create recombining binomial tree|
|Create recombining trinomial tree|
|Entries from node of recombining binomial tree|
|Shape of recombining binomial tree|
|Entries from node of recombining trinomial tree|
|Shape of recombining trinomial tree|
- Graphical Representation of Trees
treeviewerfunction to display tree data graphically.
- Use treeviewer to Examine HWTree and PriceTree When Pricing European Callable Bond
This example demonstrates how to use
treeviewerto 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.