www.gusucode.com > fininst 案例源码程序 matlab代码 > fininst/CreateanInstrumentPortfoliowithaEmbeddedOptionFloatingRaExample.m
%% Create an Instrument Portfolio with a Embedded Option Floating-Rate Note % Copyright 2015 The MathWorks, Inc. %% % Define the embedded call option: Settle = 'Nov-1-2012'; Maturity = 'Nov-1-2015'; Spread = 25; OptSpec = 'call'; Strike= 100; ExerciseDates = 'Nov-1-2015'; Reset = 1; %% % Create |InstSet|: InstSet = instoptemfloat(Spread, Settle, Maturity, OptSpec,... Strike, ExerciseDates,'Reset', Reset) %% % Display the instrument: instdisp(InstSet)