%% Price an American Stock Option Using an EQP Equity Tree
% This example shows how to price an American stock option using an EQP equity tree by loading the file deriv.mat, which provides EQPTree. The EQPTree structure contains the stock specification and time information needed to price the American option.

load deriv.mat

OptSpec = 'Call';
Strike = 105;
Settle = '01-Jan-2003';
ExerciseDates = '01-Jan-2006';
AmericanOpt = 1;

Price = optstockbyeqp(EQPTree, OptSpec, Strike, Settle, ... 
ExerciseDates, AmericanOpt)

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