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)