%% Price Barrier and Lookback Options in the Instrument Set
% Load the CRR tree and instruments from the data file deriv.mat. Price the barrier and lookback options contained in the instrument set.

load deriv.mat; 
CRRSubSet = instselect(CRRInstSet,'Type', ... 
{'Barrier', 'Lookback'}); 

instdisp(CRRSubSet)

% Price the barrier and lookback options.

[Price, PriceTree] = crrprice(CRRTree,CRRSubSet)

% You can use treeviewer to see the prices of these three instruments along the price tree.
% Copyright 2018 The MathWorks, Inc.