bushpath
Extract entries from node of bushy tree
Syntax
Values = bushpath(Tree,BranchList)
Arguments
| Bushy tree. |
| Number of paths ( |
Description
Values = bushpath(Tree,BranchList)
extracts entries of a node of a bushy tree. The node path is described
by the sequence of branchings taken, starting at the root. The top
branch is number 1, the second-to-top is 2, and so on. Set the branch
sequence to zero to obtain the entries at the root node.
Values is a number of values (NUMVALS)-by-NUMPATHS matrix
containing the retrieved entries of a bushy tree.
Examples
Create an HJM tree by loading the example file.
load deriv.mat;
Then
FwdRates = bushpath(HJMTree.FwdTree, [1 2 1])
returns the rates at the tree nodes located by taking the up branch, then the down branch, and finally the up branch again.
FwdRates =
1.0356
1.0364
1.0526
1.0463
You can visualize this with the treeviewer function.
treeviewer(HJMTree)
