Binomial tree

AldoGCS

New Member
Joined
Apr 26, 2018
Messages
1
Hello i need a code that can make a Binomial Tree with some black spaces in between each probability
Code:
Sub Create(Pasos As Long, RangoSalida As Range, Volatilidad As Variant, TVencimiento As Variant, RF As Variant, Dividendos As Variant)

Dim M() As Variant
Dim i As Long, j As Long
ReDim M((2 * (Pasos ^ 2) + 3), Pasos)
    U = Exp(Volatilidad * (TVencimiento / Pasos) ^ (1 / 2))
    
    D = 1 / U
    a = Exp((RF - Dividendos) * (TVencimiento / Pasos))
    P = (a - D) / (U - D)
    Q = 1 - P


M(Pasos + 1, 0) = 50

For j = 1 To Pasos
For i = 1 To 2 * Pasos + 1
    If M(i + 1, j - 1) <> "" And M(i - 1, j - 1) <> "" Then
        
        M(i, j) = M(i - 1, j - 1) * D
        
    ElseIf M(i + 1, j - 1) <> "" Then
         M(i, j) = M(i + 1, j - 1) * U
    ElseIf M(i - 1, j - 1) <> "" Then
            M(i, j) = M(i - 1, j - 1) * D
            
       End If
       Next i
[LEFT][COLOR=#222222][FONT=Verdana]
[/FONT][/COLOR][/LEFT]

59.4555
56.12005
52.9717152.97171
5050
47.19547.195
44.54736
42.04826

<colgroup><col width="64" style="width:48pt" span="4"> </colgroup><tbody>
</tbody>
this is a example of what that code do

and this is what i need

59.4555
56.12005
52.9717152.97171
5050
47.19547.195
44.54736
42.04826

<colgroup><col width="64" style="width:48pt" span="4"> </colgroup><tbody>
</tbody>
 

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Hi

You did not post all the code.

Anyway, a simple solution is to add a loop to insert 1 (or more) rows between the rows of your present solution.
 
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