%% Compute Instrument Sensitivities and Prices for Cap and Bond Instruments
% Load the tree and instruments from the deriv.mat data file.

load deriv.mat; 
BKSubSet = instselect(BKInstSet,'Type', {'Bond', 'Cap'}); 

instdisp(BKSubSet)

%
% Compute Delta and Gamma for the cap and bond instruments contained in the instrument set.

[Delta, Gamma] = bksens(BKTree, BKSubSet)

% Copyright 2015 The MathWorks, Inc.