%% Price a Floating-Strike Asian Option Using a CRR Binomial Tree
% This example shows how to price a floating-strike Asian option using a CRR binomial tree using the file deriv.mat, which provides CRRTree. The CRRTree structure contains the stock specification and time information needed to price the option.

load deriv.mat;

OptSpec = 'put';
Strike = NaN;
Settle = '01-Jan-2003';
ExerciseDates = '01-Jan-2004';

Price = asianbycrr(CRRTree, OptSpec, Strike, Settle, ... 
ExerciseDates)

% Copyright 2015 The MathWorks, Inc.