www.gusucode.com > fininst 案例源码程序 matlab代码 > fininst/CreateastttimespectoBuildaSTTTreeExample.m
%% Create a stttimespec to Build a STTTree % Copyright 2015 The MathWorks, Inc. %% % Create a |RateSpec|. StartDates = 'Jan-1-2014'; EndDates = 'Jan-1-2018'; Rates = 0.025; Basis = 1; Compounding = -1; RateSpec = intenvset('ValuationDate', StartDates, 'StartDates', StartDates,'EndDates',... EndDates, 'Rates', Rates,'Compounding', Compounding, 'Basis', Basis) %% % Create a |StockSpec|. AssetPrice = 110; Sigma = 0.22; Div = 0.02; StockSpec = stockspec(Sigma, AssetPrice, 'continuous', Div) %% % Create a |STTTimespec| and |STTTree|. NumPeriods = length(cfdates(StartDates,EndDates,12)); TimeSpec = stttimespec(StartDates, EndDates, NumPeriods) STTT = stttree(StockSpec, RateSpec, TimeSpec)