www.gusucode.com > fininst 案例源码程序 matlab代码 > fininst/LookbackOptioITTEquityTreeExample.m
%% Price a Lookback Option Using an ITT Equity Tree % This example shows how to price a lookback option using an ITT equity % tree by loading the file |deriv.mat|, which provides the |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 = 'Call'; Strike = 85; Settle = '01-Jan-2006'; ExerciseDates = '01-Jan-2008'; Price = lookbackbyitt(ITTTree, OptSpec, Strike, Settle, ExerciseDates)