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    %% 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)