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Leisen-Reimer Tree Setup

Propagate Leisen-Reimer equity tree


lrtimespecSpecify time structure for Leisen-Reimer binomial tree
lrtreeBuild Leisen-Reimer stock tree
stockspecCreate stock structure


Understanding Equity Trees

Financial Instruments Toolbox™ supports five types of recombining tree models to represent the evolution of stock prices.

Pricing Equity Derivatives Using Trees

Pricing functions calculate the price of any set of supported instruments based on a binary equity price tree, an implied trinomial price tree, or a standard trinomial tree.

Use treeviewer to Examine HWTree and PriceTree When Pricing European Callable Bond

This example demonstrates how to use treeviewer to examine tree information for a Hull-White tree when you price a Europrean callable bond.