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    %% Compute Instrument Sensitivities and Prices for Cap and Bond instruments  

% Copyright 2015 The MathWorks, Inc.


%% 
% Load the tree and instruments from the |deriv.mat| data file.  
load deriv.mat; 
BDTSubSet = instselect(BDTInstSet,'Type', {'Bond', 'Cap'}); 

instdisp(BDTSubSet)  

%% 
% Compute |Delta| and |Gamma| for the cap and bond instruments contained
% in the instrument set. 
[Delta, Gamma] = bdtsens(BDTTree, BDTSubSet)