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Thus, in the r tree we displace each node by x(i t) + (i t). While this model works well, it is not exactly consistent with the initial term structure. This is because it uses continuous-time displacements in a discrete-time model. An alternative approach that is exactly consistent with the initial term structure computes the (t) s iteratively. De ne i = r(i t) x(i t) and Qi,j as pure securities (or discounted probabilities) that pay off $1 if node (i, j) is reached and zero otherwise. We can compute i and Qi,j iteratively using forward induction so as to exactly match the initial term structure. By de nition, Q0,0 = 1. 0 is set equal to the initial t-period interest rate. From (11.37), we can compute the probabilities at time 0. From the initial term structure, we can also compute the discount factors di, j = e ri,j t at each time step, that is, at time 0, d0,0 = e r0 t. 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