%% Compute Sensitivities for Instruments Using an eqptree
% Load the EQP tree and instruments from the data file deriv.mat. Compute the Delta and Gamma sensitivities of the put options contained in the instrument set.

load deriv.mat; 

EQPSubSet = instselect(EQPInstSet, 'FieldName', 'OptSpec', ...
'Data', 'put')

instdisp(EQPSubSet)

%
% Obtain the Delta and Gamma for the put options contained in the instrument set.

[Delta, Gamma] = eqpsens(EQPTree, EQPSubSet)

% Copyright 2015 The MathWorks, Inc.