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)