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trinomial tree plot
by Francesco Paolo Esposito
This function plots the Hull-White tree structure
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| trintree_plot( BKTree ) |
function [ output_args ] = trintree_plot( BKTree )
% This function plots the tree in its effective shape.
T=BKTree.tObs';
figure,
for i=1:length(BKTree.Connect),
u1=BKTree.Connect{i}';
switch BKTree.FinObj
case 'HWFwdTree'
u0=BKTree.FwdTree{i}';
u2=BKTree.FwdTree{i+1}';
case 'BKFwdTree'
u0=BKTree.FwdTree{i}';
u2=BKTree.FwdTree{i+1}';
case 'HWRateTree'
u0=BKTree.RateTree{i}';
u2=BKTree.RateTree{i+1}';
case 'BKRateTree'
u0=BKTree.RateTree{i}';
u2=BKTree.RateTree{i+1}';
end
t0=T(i);
t1=T(i+1);
for k=1:length(u0)
line([t0;t1],[u0(k) u2(u1(k)-1)])
line([t0;t1],[u0(k) u2(u1(k))])
line([t0;t1],[u0(k) u2(u1(k)+1)])
end
end
set(gca,'tickdir','out','xlim',[0 BKTree.CFlowT{1}(end)])%,'xtick',[0; BKTree.CFlowT{1}])
output_args=[];
end
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