%% Price a stttree Instrument Set
% Load the data into the MATLAB® workspace.

load deriv.mat

%
% STTTree and STTInstSet are the input arguments required to call the function sttprice. Use the command instdisp to examine the set of instruments contained in the variable STTInstSet.

instdisp(STTInstSet)

% The instrument set contains eight instruments:
% Two vanilla options (Call1, Put1)
% One barrier option (Barrier1)
% One compound option (Compound1)
% Two lookback options (Lookback1, Lookback2)
% Two Asian options (Asian1, Asian2)
%
% Use sttprice to calculate the price of each instrument in the instrument set.

Price = sttprice(STTTree, STTInstSet)

% Copyright 2012 The MathWorks, Inc.