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    %% Create a Lookback Option Instrument  

% Copyright 2015 The MathWorks, Inc.


%% 
% Define a floating strike lookback instrument with the following data: 
OptSpec = 'call';
Strike = NaN;
Settle = '01-Jan-2012';
ExerciseDates = '01-Jan-2015';  

%% 
% Create the instrument set. 
InstSet = instlookback(OptSpec, Strike, Settle, ExerciseDates);  

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