www.gusucode.com > fininst 案例源码程序 matlab代码 > fininst/StockOptionITTEquityTreeExample.m

    %% Price a Stock Option Using an ITT Equity Tree
% This example shows how to price a stock option using an ITT equity tree
% by loading the file |deriv.mat|, which provides the |ITTTree|.
% The |ITTTree| structure contains the stock specification
% and time information needed to price the option.
%%

% Copyright 2015 The MathWorks, Inc.

load deriv.mat

OptSpec = 'Put';
Strike = 30;
Settle = '01-Jan-2006';
ExerciseDates = ' 01-Jan-2010 ';


Price = optstockbyitt(ITTTree, OptSpec, Strike, Settle,ExerciseDates)