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)