%% Price a Lookback Option Using a CRR Binomial Tree
% This example shows how to price a lookback option using a CRR binomial tree by loading 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 = 'Call';
Strike = 115;
Settle = '01-Jan-2003';
ExerciseDates = '01-Jan-2006';

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

% Copyright 2015 The MathWorks, Inc.