| Financial Derivatives Toolbox | |
Display Heath-Jarrow-Morton (HJM) tree
Syntax
treeviewer(HJMTree) treeviewer(HJMTree, InstSet)
Arguments
HJMTree |
Heath-Jarrow-Morton tree containing forward rates, prices, or cash flows. See hjmtree for information on creating HJMTree. |
InstSet |
(Optional) Variable containing a collection of instruments whose prices or cash-flows are contained in HJMTree. The collection can be created with the function instadd or as a cell array containing the names of the instruments. To display the names of the instruments, the field Name should exist in InstSet. If InstSet is not passed, treeviewer uses default instruments names (numbers) when displaying prices or cash flows. |
Description
treeviewer(HJMTree)
displays an HJM tree using default instrument names.
treeviewer(HJMTree, InstSet)
displays an HJM forward rate, price, or cash flow tree including instrument names.
Display an HJM forward rate tree.
load deriv.mat treeviewer(HJMTree)
Display HJM price tree including instrument set.
load deriv.mat [Price, PriceTree] = hjmprice(HJMTree, HJMInstSet); treeviewer(PriceTree, InstSet)
Display HJM price tree with renamed instruments.
load deriv.mat
Names = {'Bond1', 'Bond2', 'Option', 'Fixed','Float', 'Cap',...
'Floor', 'Swap'};
treeviewer(PriceTree, Names)
Display HJM price tree using default instrument names (numbers).
load deriv.mat treeviewer(PriceTree)
See Also
| | swapbyzero | Derivtool | |
