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    %% 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)