www.gusucode.com > fininst 案例源码程序 matlab代码 > fininst/PriceaBondUsingaBDTTreeExample.m
%% Price a Bond Using a BDT Tree % Price a 10% bond using a BDT interest-rate tree. % Copyright 2015 The MathWorks, Inc. %% % Load |deriv.mat|, which provides |BDTTree|. The |BDTTree| structure contains % the time and interest-rate information needed to price the bond. load deriv.mat; %% % Define the bond using the required arguments. Other arguments use defaults. CouponRate = 0.10; Settle = '01-Jan-2000'; Maturity = '01-Jan-2003'; Period = 1; %% % Use |bondbybdt| to compute the price of the bond. Price = bondbybdt(BDTTree, CouponRate, Settle, Maturity, Period)