%% Compute Prices Sensitivities for Instruments Using a Zero Coupon Bond Rate Structure
% Load the tree and instruments from the deriv.mat data file and use intenvprice to compute dollar prices and sensitivities for instruments that use a zero coupon bond rate structure.

load deriv.mat
instdisp(ZeroInstSet)
[Delta,Gamma] = intenvsens(ZeroRateSpec,ZeroInstSet)

% Copyright 2018 The MathWorks, Inc.