www.gusucode.com > fininst 案例源码程序 matlab代码 > fininst/CreateaStockOptionInstrumentExample.m
%% Create a Stock Option Instrument % Copyright 2015 The MathWorks, Inc. %% % Create an instrument set of two stock options with the following data: OptSpec = {'put';'call'}; Strike = [95;98]; Settle = '01-May-2012'; ExerciseDates = {'01-May-2014';'01-May-2015'}; AmericanOpt = [0;1]; %% % Create the stock option instruments. InstSet = instoptstock(OptSpec, Strike,Settle, ExerciseDates, AmericanOpt) %% % Display the instrument set. instdisp(InstSet)