ratetreegui: Plot a interest rate tree

Description Usage Details Value Author(s) References See Also

View source: R/ratetreegui.R


Function to plot a interest rate tree




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.


A plot of interest rate tree with user specified parameters.


S Subramanian <ssubramanian@sssihl.edu.in>


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

See Also


GUIDE documentation built on May 19, 2017, 2:56 p.m.

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