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)