%% Create an Instrument Portfolio with a Embedded Option Floating-Rate Note
% Define the embedded call option:

Settle = 'Nov-1-2012';
Maturity   = 'Nov-1-2015'; 
Spread = 25;
OptSpec = 'call'; 
Strike= 100;  
ExerciseDates = 'Nov-1-2015'; 
Reset = 1;

%
% Create InstSet:

InstSet = instoptemfloat(Spread, Settle, Maturity, OptSpec,...
Strike,  ExerciseDates,'FloatReset', Reset)

%
% Display the instrument:

instdisp(InstSet)

% Copyright 2015 The MathWorks, Inc.