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    %% Price a Convertible Bond Using an ITT Tree  

% Copyright 2015 The MathWorks, Inc.


%% 
% Price a convertible bond using the following data for an |ITTTree| from
% |deriv.mat|: 
load deriv.mat  
%% 
% Use |cbondbyitt| to price a convertible bond using an ITT trinomial tree. 
CouponRate = 0.05;
Settle = 'Jan-1-2006'; 
Maturity = 'Jan-1-2008'; 
Period = 1;
CallStrike = 65; 
CallExDates = 'Jan-1-2007';
ConvRatio = 1;
Spread = 0.015;

[Price,PriceTree,EqtTre,DbtTree] = cbondbyitt(ITTTree,CouponRate,Settle,Maturity,ConvRatio,...
'Period',Period,'Spread',Spread,'CallExDates',CallExDates,'CallStrike',CallStrike,'AmericanCall',1)