Entries from node of recombining binomial tree
Values = treepath(Tree, BranchList)
Recombining binomial tree.
Number of paths (NUMPATHS) by path length (PATHLENGTH) matrix containing the sequence of branchings.
Values = treepath(Tree, BranchList) extracts entries of a node of a recombining binomial tree. The node path is described by the sequence of branchings taken, starting at the root. The top branch is number one, the second-to-top is two, and so on. Set the branch sequence to zero to obtain the entries at the root node.
Values is a number of values (NUMVALS)-by-NUMPATHS matrix containing the retrieved entries of a recombining tree.
Create a BDT tree by loading the example file.
FwdRates = treepath(BDTTree.FwdTree, [1 2 1])
returns the rates at the tree nodes located by taking the up branch, then the down branch, and finally the up branch again.
FwdRates = 1.1000 1.0979 1.1377 1.1183
You can visualize this with the treeviewer function.