bondfuturestreegui {GUIDE}

Plot a Bond Futures Tree

Description

Function to plot a Bond Futures Tree

Usage

bondfuturestreegui()

Details

The user inputs are as follows:
Face Value: to be entered in numbers for e.g. 120.50
Rate per annum: to be entered in percent. For e.g. enter 5.0 for 5 percent
Coupon: 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
Bond Maturity: Clicking on the '+' and '-' respectively increases and decreases the value.
Futures Maturity: must be lesser than Bond Maturity. Clicking on the '+' and '-' respectively increases and decreases the value.
Plot type: chosen between Bond Futures tree / Bond tree

Value

A plot of Bond Futures Tree with user specified parameters.

Author(s)

S Subramanian <[e-mail]>

References

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

See Also

bondtreegui,bondforwardtreegui