www.gusucode.com > fininst 案例源码程序 matlab代码 > fininst/FloatingStrikeAsianOptionITTEquityExample.m
%% Price a Floating-Strike Asian Option Using an ITT Equity Tree % This example shows how to price a floating-strike Asian option using an % ITT equity tree by loading the file deriv.mat, which provides ITTTree. The % ITTTree structure contains the stock specification and time information % needed to price the option. %% % Copyright 2015 The MathWorks, Inc. load deriv.mat; OptSpec = 'put'; Strike = NaN; Settle = '01-Jan-2006'; ExerciseDates = '01-Jan-2007'; Price = asianbyitt(ITTTree, OptSpec, Strike, Settle, ExerciseDates)