www.gusucode.com > fininst 案例源码程序 matlab代码 > fininst/PriceInstrumentsUsingImpliedTrinomialTreeITTExample.m
%% Price Instruments Using Implied Trinomial Tree (ITT) % Copyright 2015 The MathWorks, Inc. %% % Load the ITT tree and instruments from the data file |deriv.mat|. load deriv.mat %% % Display the barrier and Asian options contained in the instrument set. ITTSubSet = instselect(ITTInstSet,'Type', {'Barrier', 'Asian'}); instdisp(ITTSubSet) %% % Price the barrier and Asian options contained in the instrument set. [Price, PriceTree] = ittprice(ITTTree, ITTSubSet)