%% Create a Lookback Option Instrument
% Define a floating strike lookback instrument with the following data:

OptSpec = 'call';
Strike = NaN;
Settle = '01-Jan-2012';
ExerciseDates = '01-Jan-2015';

%
% Create the instrument set.

InstSet = instlookback(OptSpec, Strike, Settle, ExerciseDates);

%
% Display the lookback instrument.

instdisp(InstSet)

% Copyright 2015 The MathWorks, Inc.