Leisen-Reimer Tree Setup

Propagate Leisen-Reimer equity tree

Functions

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

Topics

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.