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mktrintree

Create recombining trinomial tree

Syntax

``TrinTree = mktrintree(NumLevels,NumPos,NumStates)``
``TrinTree = mktrintree(___,NodeVal)``

Description

example

````TrinTree = mktrintree(NumLevels,NumPos,NumStates)` creates a recombining tree `TrinTree` with initial values `NodeVal` at each node.```

example

````TrinTree = mktrintree(___,NodeVal)` adds an optional argument for `NodeVal`.```

Examples

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Create a recombining trinomial tree of four time levels with a vector of two elements in each node and each element initialized to `NaN`.

`TrinTree = mktrintree(4, [2 2 2 2], [1 3 5 7])`
```TrinTree=1×4 cell array {2x1 double} {2x3 double} {2x5 double} {2x7 double} ```

Input Arguments

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Number of time levels of the tree, specified as a scalar numeric.

Data Types: `double`

Length of the state vectors in each time level, specified as a `1`-by-`NUMLEVELS` vector.

Data Types: `double`

Number of state vectors in each level, specified as a `1`-by-`NUMLEVELS` vector.

Data Types: `double`

(Optional) Initial value at each node of the tree, specified as a scalar numeric.

Data Types: `double`

Output Arguments

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Recombining trinomial tree, returned as a tree struct with initial values `NodeVal` at each node.

Version History

Introduced before R2006a