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mktree

Create recombining binomial tree

Syntax

Tree = mktree(NumLevels, NumPos, NodeVal, IsPriceTree)

Arguments

NumLevels

Number of time levels of the tree.

NumPos

1-by-NUMLEVELS vector containing the length of the state vectors in each time level.

NodeVal

(Optional) Initial value at each node of the tree. Default = NaN.

IsPriceTree

(Optional) Boolean determining if a final horizontal branch is added to the tree. Default = 0.

Description

Tree = mktree(NumLevels, NumPos, NodeVal, IsPriceTree) creates a recombining tree Tree with initial values NodeVal at each node.

Examples

Create a recombining tree of four time levels with a vector of two elements in each node and each element initialized to NaN.

Tree = mktree(4, 2);

See Also

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