|
Finance[TreePlot] - plot a binomial/trinomial tree
|
|
Calling Sequence
|
|
TreePlot(tree, opts, plotopts)
|
|
|
Parameters
|
|
|
tree
|
-
|
binomial or trinomial tree data structure; tree
|
|
opts
|
-
|
(optional) equation(s) of the form option = value where option is scale; specify options for the TreePlot command
|
|
plotopts
|
-
|
(optional) options to be passed to the plots[display] command
|
|
|
|
|
|
Description
|
|
|
•
|
The TreePlot command plots the specified binomial/trinomial tree.
|
|
•
|
The tree is displayed using the plots[display] command. All unprocessed arguments are interpreted as plot options and will be passed to the plots[display] command when the final plot data structure is generated.
|
|
|
|
Options
|
|
|
•
|
scale = default, exponential, or logarithmic -- This option specifies whether the tree should be plotted using the exponential, logarithmic, or the default scale.
|
|
|
|
Compatibility
|
|
|
•
|
The Finance[TreePlot] command was introduced in Maple 15.
|
|
|
|
Examples
|
|
|
>
|
|
Construct a Cox-Ross-Rubinstein binomial tree.
|
>
|
|
|
| (1) |
|
>
|
|
|
| (2) |
|
>
|
|
|
| (3) |
|
>
|
|
|
| (4) |
|
>
|
|
|
| (5) |
|
>
|
|
|
| (6) |
|
>
|
|
|
| (7) |
|
>
|
|
|
| (8) |
|
>
|
|
|
| (9) |
|
>
|
|
|
>
|
|
Here is a Jarrow-Rudd tree approximating the same process.
|
>
|
|
|
| (10) |
|
>
|
|
|
| (11) |
|
>
|
|
|
| (12) |
|
>
|
|
|
| (13) |
|
>
|
|
|
>
|
|
Here is a trinomial tree obtained by combining two steps of the Jarrow-Rudd tree.
|
>
|
|
|
| (14) |
|
>
|
|
|
| (15) |
|
>
|
|
|
| (16) |
|
>
|
|
|
| (17) |
|
>
|
|
|
| (18) |
|
>
|
|
|
>
|
|
|
>
|
, TreePlot(Tree3, transparency = .3), axes = boxed, thickness = 2, gridlines)](/support/helpjp/helpview.aspx?si=8892/file01692/math306.png)
|
The following is a tree created for a Cox-Ingersoll-Ross short rate model.
The command to create the plot from the Plotting Guide is
|
>
|
|
|
| (19) |
|
>
|
|
|
| (20) |
|
>
|
|
|
|
|
See Also
|
|
Finance[BinomialTree], Finance[BlackScholesBinomialTree], Finance[BlackScholesTrinomialTree], Finance[GetDescendants], Finance[GetProbabilities], Finance[GetUnderlying], Finance[ImpliedBinomialTree], Finance[ImpliedTrinomialTree], Finance[LatticeMethods], Finance[MultinomialTree], Finance[SetDescendants], Finance[SetProbabilities], Finance[SetUnderlying], Finance[StochasticProcesses], Finance[TreePlot], Finance[TrinomialTree]
|
|
Download Help Document
Was this information helpful?
