%% Create Two Barrier Option Instruments
% Create an instrument set of two barrier options with the following data:

OptSpec = {'put';'call'};
Strike = 112;
Settle = '01-Jan-2012';
ExerciseDates = '01-Jan-2015';
BarrierSpec = {'do';'ui'};
Barrier = [101;102];
AmericanOpt = 0;

%
% Create the instrument set (InstSet) for the two barrier options.

InstSet = instbarrier(OptSpec, Strike, Settle, ExerciseDates,AmericanOpt, BarrierSpec, Barrier);

%
% Display the instrument set.

instdisp(InstSet)

% Copyright 2015 The MathWorks, Inc.