%% Create a Structure Specifying the Volatility for cirtree
% Create a Cox-Ingersoll-Ross volatility specification (CIRVolSpec) using the following data.

Alpha = 0.03; 
Theta = 0.02;  
Sigma = 0.1;   
CIRVolSpec = cirvolspec(Sigma,Alpha,Theta)

% Copyright 2012 The MathWorks, Inc.