%% Price Instruments Using Implied Trinomial Tree (ITT)
% Load the ITT tree and instruments from the data file deriv.mat.

load deriv.mat

%
% Display the barrier and Asian options contained in the instrument set.

ITTSubSet = instselect(ITTInstSet,'Type', {'Barrier', 'Asian'}); 

instdisp(ITTSubSet)

%
% Price the barrier and Asian options contained in the instrument set.

[Price, PriceTree] = ittprice(ITTTree, ITTSubSet)

% Copyright 2015 The MathWorks, Inc.