ittprice
Price instruments using implied trinomial tree (ITT)
Description
[
price instruments using an implied trinomial tree (ITT) created with Price
,PriceTree
] = ittprice(ITTTree
,InstSet
)itttree
. All instruments contained in a financial instrument variable,
InstSet
, are priced.
ittprice
handles the following instrument types: optstock, barrier,
Asian, lookback, and compound. Use instadd
to construct the defined types.
Examples
Input Arguments
Output Arguments
Version History
Introduced in R2007a