www.gusucode.com > fininst 案例源码程序 matlab代码 > fininst/ConstructSwaptionInstrumentsExample.m
%% Construct Two Swaption Instruments % This example shows how to create two European swaption instruments using % the the following data. %% % Copyright 2015 The MathWorks, Inc. OptSpec = {'Call'; 'Put'}; Strike = .05; ExerciseDates = 'jan-1-2011'; Spread=0; Settle = 'jan-1-2007'; Maturity = 'jan-1-2012'; AmericanOpt = 0; InstSet = instswaption(OptSpec, Strike, ExerciseDates, Spread, Settle, Maturity, ... AmericanOpt); % view the European swaption instruments using instdisp instdisp(InstSet)