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

    %% Create a Compound Option Instrument  

% Copyright 2015 The MathWorks, Inc.


%% 
% Define a compound option instrument with the following data: 
UOptSpec = 'Call';
UStrike = 130;
USettle = '01-Jan-2012';
UExerciseDates = '01-Jan-2015';
UAmericanOpt = 0;
COptSpec = 'Put';
CStrike = 5;
CSettle = '01-Jan-2012';
CExerciseDates = '01-Jan-2014';
CAmericanOpt = 0;

InstSet = instcompound(UOptSpec, UStrike, USettle,UExerciseDates, ...
UAmericanOpt, COptSpec, CStrike, CSettle,CExerciseDates, CAmericanOpt)

InstSet = instcompound(UOptSpec, UStrike, USettle,UExerciseDates, ...
UAmericanOpt, COptSpec, CStrike, CSettle,CExerciseDates)  

%% 
% Display the instrument set. 
instdisp(InstSet)