www.gusucode.com > fininst 案例源码程序 matlab代码 > fininst/ConstrucBondEmbeddedOptionExample.m

    %% Construct a Bond With an Embedded Option
% This example shows how to construct a bond with an embedded option using
% the following data.
%%

% Copyright 2015 The MathWorks, Inc.

Settle = 'jan-1-2007';
Maturity   = 'jan-1-2010'; 
CouponRate = 0.07;
OptSpec = 'call'; 
Strike= 100;  
ExerciseDates= {'jan-1-2008' '01-Jan-2010'}; 
AmericanOpt=1;
Period = 1;

InstSet = instoptembnd(CouponRate, ...
Settle, Maturity, OptSpec, Strike,  ExerciseDates,'AmericanOpt', AmericanOpt, ...
'Period', Period);

% display the instrument
 instdisp(InstSet)