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)