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    %% 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)