www.gusucode.com > fininst 案例源码程序 matlab代码 > fininst/FivePeriodTreeWithAnnualNodesExample.m
%% Specify a Five-Period Tree with Annual Nodes % This example shows how to specify a five-period tree with annual nodes % and use annual compounding to report rates. %% % Copyright 2015 The MathWorks, Inc. Compounding = 1; ValuationDate = '01-01-2000'; Maturity = ['01-01-2001'; '01-01-2002'; '01-01-2003'; '01-01-2004'; '01-01-2005']; TimeSpec = bdttimespec(ValuationDate, Maturity, Compounding)