www.gusucode.com > fininst 案例源码程序 matlab代码 > fininst/NumberLevelsNodeTimesCRRTreeExample.m
%% Set the Number of Levels and Node Times for a CRR Binomial Tree % This example shows how to specify a four-period CRR tree with time steps % of 1 year. %% % Copyright 2015 The MathWorks, Inc. ValuationDate = '1-July-2002'; Maturity = '1-July-2006'; TimeSpec = crrtimespec(ValuationDate, Maturity, 4)