www.gusucode.com > fininst 案例源码程序 matlab代码 > fininst/CreatesStructTheTimeLayTTTreeExample.m
%% Creates the Structure Specifying the Time Layout for an ITT Tree % This example shows how to specify a four-period tree with time steps of 1 % year. %% % Copyright 2015 The MathWorks, Inc. ValuationDate = '1-July-2006'; Maturity = '1-July-2010'; TimeSpec = itttimespec(ValuationDate, Maturity, 4)