mktree - Create recombining binomial tree

Syntax

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

treepath | treeshape

© 1984-2012- The MathWorks, Inc.    -   Site Help   -   Patents   -   Trademarks   -   Privacy Policy   -   Preventing Piracy   -   RSS