%% Price a 3% Floor Instrument Using a Hull-White Interest-Rate Tree
% Load the file deriv.mat, which provides HWTree. The HWTree structure contains the time and interest rate information needed to price the floor instrument.

load deriv.mat;

%
% Set the required values. Other arguments will use defaults.

Strike = 0.03;
Settle = '01-Jan-2004';
Maturity = '01-Jan-2007';

%
% Use floorbyhw to compute the price of the floor instrument.

Price = floorbyhw(HWTree, Strike, Settle, Maturity)

% Copyright 2015 The MathWorks, Inc.