Retrieve shape of bushy tree
[NumLevels, NumChild, NumPos, NumStates,
Trim] = bushshape(Tree)
NumLevels is the number of time levels of the tree.
NumChild is a 1-by-number of levels (NUMLEVELS) vector with the number of branches (children) of the nodes in each level.
NumPos is a 1-by-NUMLEVELS vector containing the length of the state vectors in each level.
NumStates is a 1-by-NUMLEVELS vector containing the number of state vectors in each level.
Trim is 1 if NumPos decreases by 1 when moving from one time level to the next. Otherwise, it is 0.
Create an HJM tree by loading the example file.
With treeviewer you can see the general shape of the HJM interest-rate tree.
With this tree
[NumLevels, NumChild, NumPos, NumStates, Trim] =... bushshape(HJMTree.FwdTree)
NumLevels = 4 NumChild = 2 2 2 0 NumPos = 4 3 2 1 NumStates = 1 2 4 8 Trim = 1
You can recreate this tree using the mkbush function.
Tree = mkbush(NumLevels, NumChild(1), NumPos(1), Trim); Tree = mkbush(NumLevels, NumChild, NumPos);