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    %% Price a Bermudan Stock Option Using a EQP Equity Tree  

% Copyright 2015 The MathWorks, Inc.


%% 
% Load the file |deriv.mat|, which provides |EQPTree|. The |EQPTree| structure
% contains the stock specification and time information needed to price
% the Bermudan option. 
load deriv.mat;

% Option
OptSpec = 'Call';
Strike = 105;
Settle = '01-Jan-2003';
ExerciseDatesBerm={'15-Jan-2004','15-Jul-2004','15-Jan-2005','15-Jul-2005'};  

%% 
% Price the Bermudan option. 
Price= optstockbyeqp(EQPTree, OptSpec, Strike, Settle, ExerciseDatesBerm)