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)