eqptimespec
Specify time structure for Equal Probabilities binomial tree
Description
sets the number of levels and node times for an equal probabilities tree (TimeSpec
= eqptimespec(ValuationDate
,Maturity
,NumPeriods
)eqptree
).
Examples
Set the Number of Levels and Node Times for an EQP Tree
This example shows how to set the number of levels and node times for an EQP tree by specifying a four-period tree with time steps of 1 year.
ValuationDate = datetime(2002,7,1); Maturity = datetime(2006,7,1); TimeSpec = eqptimespec(ValuationDate, Maturity, 4)
TimeSpec = struct with fields:
FinObj: 'BinTimeSpec'
ValuationDate: 731398
Maturity: 732859
NumPeriods: 4
Basis: 0
EndMonthRule: 1
tObs: [0 1 2 3 4]
dObs: [731398 731763 732128 732493 732859]
Input Arguments
ValuationDate
— Pricing date and first observation in the tree
datetime scalar | string scalar | date character vector
Pricing date and first observation in the eqptree
, specified as a
scalar datetime, string, or date character vector.
To support existing code, eqptimespec
also
accepts serial date numbers as inputs, but they are not recommended.
Maturity
— Date marking the depth of the EQP stock tree
datetime scalar | string scalar | date character vector
Date marking the depth of the eqptree
binomial tree,
specified as scalar datetime, string, or date character vector.
To support existing code, eqptimespec
also
accepts serial date numbers as inputs, but they are not recommended.
NumPeriods
— Number of time steps in the EQP tree
integer
Number of time steps in the eqptree
binomial tree,
specified as scalar integer value.
Data Types: double
Output Arguments
TimeSpec
— Specification for the time layout for eqptree
structure
Specification for the time layout for eqptree
, returned as a
structure.
Version History
Introduced before R2006aR2022b: Serial date numbers not recommended
Although eqptimespec
supports serial date numbers,
datetime
values are recommended instead. The
datetime
data type provides flexible date and time
formats, storage out to nanosecond precision, and properties to account for time
zones and daylight saving time.
To convert serial date numbers or text to datetime
values, use the datetime
function. For example:
t = datetime(738427.656845093,"ConvertFrom","datenum"); y = year(t)
y = 2021
There are no plans to remove support for serial date number inputs.
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