www.gusucode.com > fininst 案例源码程序 matlab代码 > fininst/CreateTwoBarrierOptionInstrumentsExample.m
%% Create Two Barrier Option Instruments % Copyright 2015 The MathWorks, Inc. %% % Create an instrument set of two barrier options with the following data: OptSpec = {'put';'call'}; Strike = 112; Settle = '01-Jan-2012'; ExerciseDates = '01-Jan-2015'; BarrierSpec = {'do';'ui'}; Barrier = [101;102]; AmericanOpt = 0; %% % Create the instrument set (|InstSet|) for the two barrier options. InstSet = instbarrier(OptSpec, Strike, Settle, ExerciseDates,AmericanOpt, BarrierSpec, Barrier); %% % Display the instrument set. instdisp(InstSet)