Usage: |
res=grITTstsp(itree{,text{,col{,prec}}})
|
Input: |
| itree | list; output of ITT(.)
Ttree - the Implied Trinomial Tree,
P - the upper probabilities,
Q - the lower probabilities,
AD - the Arrow-Debreu prices,
LocVol - the local volatilities,
Onodes - the overwritten nodes,
Oprobs - the overwritten probabilities and
Time - time points.
|
| text | optional scalar;
text = 1, the description of the tree nodes corresponds to
the values of the underlying (default),
text = 0, if no description is desired.
|
| col | 5 x 1 vector; each row corresponds in the following order
to the color of:
the tree mesh, the description of the nodes, the description of
the probabilities, the overwritten nodes and the overwritten
probabilities.
Default is col=0|1|2|4|5.
|
| prec | 2 x 1 vector; prec[1] represents the precision of the description
of the nodes (default 2) and
prec[2] corresponds to the precision of the description of the transition
probabilities (default 3).
|
Output: |
| res.nodes | graphical object; the nodes of the implied trinomial tree |
| res.probs | graphical object; the description for the probabilities |
| res.axe | graphical object; the time axe |
| res.on | graphical object; overwritten nodes are denoted with rhombuses
(if no nodes are overwritten, on = NaN) |
| res.op | graphical object; overwritten probabilities
(if no probabilities are overwritten, op = NaN) |