ratetreegui: Plot a interest rate tree
In GUIDE: GUI for DErivatives in R

Description Usage Details Value Author(s) References See Also

Function to plot a interest rate tree

1	ratetreegui()

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.

bondtreegui

GUIDE documentation built on May 2, 2019, 9:32 a.m.