Shape of recombining binomial tree
[NumLevels, NumPos, IsPriceTree]
NumLevels is the number of time levels of the tree.
NumPos is a 1-by-NUMLEVELS vector containing the length of the state vectors in each level.
IsPriceTree is a Boolean determining if a final horizontal branch is present in the tree.
Create a BDT tree by loading the example file.
With treeviewer you can see the general shape of the BDT interest-rate tree.
With this tree
[NumLevels, NumPos, IsPriceTree] = treeshape(BDTTree.FwdTree)
NumLevels = 4 NumPos = 1 1 1 1 IsPriceTree = 0