www.gusucode.com > fininst 案例源码程序 matlab代码 > fininst/TimeStructLeisenReimerBinomTreeExample.m
%% Specify the Time Structure for Leisen-Reimer Binomial Tree % This example shows how to specify a 5-period tree with time steps of 1 % year. %% % Copyright 2015 The MathWorks, Inc. ValuationDate = '1-July-2010'; Maturity = '1-July-2015'; TimeSpec = lrtimespec(ValuationDate, Maturity, 5)