www.gusucode.com > fininst 案例源码程序 matlab代码 > fininst/CreateaStockSpecforStocksWithCashandContinuousDividendsExample.m
%% Create a |StockSpec| for Stocks With Cash and Continuous Dividends % Copyright 2015 The MathWorks, Inc. %% % Consider two stocks that are trading at $40 and $35. The first one provides % two cash dividends of $0.25 on March 1, 2008 and June 1, 2008. The second % stock provides a continuous dividend yield of 3%. The stocks have a volatility % of 30% per annum. Using this data, create the structure |StockSpec|: AssetPrice = [40; 35]; Sigma = .30; DividendType = {'cash'; 'continuous'}; DividendAmount = [0.25, 0.25 ; 0.03 NaN]; DividendDate1 = 'March-01-2008'; DividendDate2 = 'Jun-01-2008'; StockSpec = stockspec(Sigma, AssetPrice, DividendType, DividendAmount,... { DividendDate1, DividendDate2 ; NaN NaN}) %% % Examine the |StockSpec| structure. datedisp(StockSpec.ExDividendDates) StockSpec.DividendType %% % The |StockSpec| structure encapsulates the information of the two stocks % and their dividends.