www.gusucode.com > fininst 案例源码程序 matlab代码 > fininst/CreateaLookbackOptionInstrumentExample.m
%% 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)