Description Usage Details Value Author(s) References See Also

Function to plot a Floor Tree

1 |

The user inputs are as follows:

Face Value: to be entered in numbers for e.g. 120.50

Strike: to be entered in numbers for e.g. 110.50

Rate per annum: 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

Coupon: to be entered in percent. For e.g. enter 5.0 for 5 percent

Floor Maturity: Clicking on the '+' and '-' respectively increases and decreases the value.

Plot type: chosen between Floor tree / Rate tree

A plot of Floor Tree with user specified parameters.

S Subramanian <ssubramanian@sssihl.edu.in>

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

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs in the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.