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)