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GUIDE (version 1.2.7)

ratetreegui: Plot a interest rate tree

Description

Function to plot a interest rate tree

Usage

ratetreegui()

Arguments

Value

A plot of interest rate tree with user specified parameters.

Details

The user inputs are as follows: Rate: to be entered in percent. For e.g. enter 5.0 for 5 percent u: up move factor- to be entered in decimals. For e.g. 1.25 d: down move factor- to be entered in decimals. For e.g. 0.80 q: probability of up move- to be entered in decimals. For e.g. 0.60 Rate tree steps: Clicking on the '+' and '-' respectively increases and decreases the value.

References

David G. Luenberger, "Investment Science", 2/E, Oxford University Press, 2013.

See Also

bondtreegui