Usage: |
plotITT(itree,what{,r{,text{,prtext}}})
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Input: |
| itree | list; output of ITT(.) containing:
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 - the time vector.
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| what | optional vector; with maximal 5 rows, the rows correspond to:
(1) state space of the ITT,
(2) transition probabilities,
(3) tree of local volatilities,
(4) the tree of the Arrow-Debreu prices and
(5) the state price density.
The row for each item which should be plotted must contain a non-zero
element.
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| r | optional scalar; interest rate, from interval (0,1), which is
only needed when the state price density should be plotted.
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| text | optional scalar;
text = 1, the description of the tree nodes with the values
of the underlying (default),
text = 0 if no description is desired.
Applicable only when the state space of the ITT should be plotted.
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| prtext | optional scalar;
prtext = 1, the description of the tree arrows with corresponding
probabilities is shown,
prtext = 0 for no description (default).
Applicable only when the state space of the ITT should be plotted.
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